The nickname is earned daily. The meltemi, the dry northern wind of the Aegean summer, sweeps the island so reliably that the Venetians built rows of windmills to harness it and modern visitors learn to anchor their hats. Mykonos lies between Tinos, Syros, Paros and Naxos, rising to 341 metres at its highest point, its terrain mostly granite and very rocky, much of it eroded by that ceaseless wind. There are no rivers, only seasonal streams, and the island now produces fresh water by reverse osmosis of the sea. It is a place that has always had to work for everything, which makes its modern glamour feel less like luck than like a long-delayed payoff.

Mykonos owes much of its long importance to a neighbour it dwarfs in fame but not in size. Two kilometres southwest lies Delos, the tiny island that ancient Greeks held sacred as the birthplace of Apollo. Where Delos was holy and crowded with pilgrims and traders, Mykonos was the practical island next door, the place for supplies and transit. That role never fully ended. When the French School of Archaeology began excavating Delos in 1873, it drew the first wave of curious travellers to Mykonos, and tourism slowly began to replace the sea as the island's livelihood. Today tour boats still cross daily to the ruins, and Mykonos remains, as it has been for three thousand years, the doorway to a holier place.

The island passed through many hands. Rome, then Byzantium, then in 1204 a Venetian adventurer named Andrea Ghisi after the sack of Constantinople. The Catalans ravaged it; Venice took direct control in 1390; in 1537 the Ottoman admiral Hayreddin Barbarossa attacked, and the Ottomans ruled for nearly two centuries. Through it all Mykonos prospered as a trading hub, plagued by frequent pirate raids. When the Greek Revolution erupted in 1821, the island produced a genuine heroine in Manto Mavrogenous, an educated aristocrat shaped by Enlightenment ideas who spent her family's fortune on the struggle for independence. Her statue now stands in the square that bears her name, in the heart of the town she helped free.

The main town, called Chora, is a maze of whitewashed cubes and blue shutters designed to confuse the pirates who once raided it. Along the waterfront runs Little Venice, a row of 18th-century merchant houses with wooden balconies hanging out over the sea, so close the spray reaches them in a storm. Locals whispered that the basement doors leading straight to the water meant the owners were secret pirates. The island's most beloved resident, though, was a bird. In 1954, a fisherman rescued an injured pelican after a storm; the islanders named him Petros and made him their mascot. He roamed the harbour for some thirty years, the unofficial king of the waterfront, until his death in 1985. The grieving town simply elected a successor, and pelicans have patrolled the quay ever since.

Fame came in waves. International jet-setters arrived in the 1960s; in the 1980s Mykonos became one of the Mediterranean's most welcoming gay destinations, a reputation it still wears with pride. By the 2000s it was among Greece's costliest islands, a place of beach clubs and superyachts where a closing scene of The Bourne Identity was filmed in a hard-to-find scooter shop. Yet behind the glamour the old island persists in its whitewashed churches, raised in such numbers because residents were once required to build a chapel on their land before a house. The cubist tangle of Chora, the windmills on the hill, the bird on the quay: the show is new, but the stage is very, very old.