Hi, Patty! Welcome to Cruise-chat! You'll find this site is a great resource for cruising. My wife and I and another couple went on the Majesty 1 1/2 years ago. It is a great ship! I know it was referred to as a "small" ship in the first post. Indeed, it is small compared to the mega-ships that are being presently launched. However, it is quite large. In fact, it is larger than the Titanic (2 feet shorter, but much larger in terms of gross tonage). You will be overwhelmed by the size of these ships. I live near Portland, Oregon, so prior to my first cruise a little over 2 years ago, I had never seen a cruise ship. When I first saw these behemoths, I was astonished by their size. My first cruise was on the Sovereign of the Seas (a sister ship to the Majesty). I had never seen a ship so big (until later when I saw one of the Voyager-class ships...holy cow, those are gigantic! Twice the size of the Majesty!).
Anyway, here are a few quick/random suggestions re: your cruise....
-seating: get late seating so that you can spend as much time on shore as possible without having to worry about getting back to the ship for dinner
-CocoCay: try to get on the first tender off the ship; that way you can find your "perfect" spot on the beach (and claim your hammock or beach chair). Also, snorkeling there is better in the morning (at least, the 2 times I was there it was)
-Nassau: take a taxi/bus/water taxi to Paradise Island and walk around the Atlantis resort. You can even use the beach there for free (at least we were able to...maybe we weren't supposed to
-Key West: if you want to splurge, take a catamaran and go snorkeling...it's one of the offered shore excursions; if you want to save money, walking around town in Key West is really cool
-enjoy yourself...do things that you maybe don't normally do (karaoke, dancing, eating more than you're supposed to, etc.)
Have fun and keep the questions coming...