If you're traveling to Naoshima from mainland Honshu, you'll need to take the ferry from Uno, about an hour on the train from Okayama. The ferry leaves roughly once an hour, takes twenty minutes to reach Miyanoura port, and costs ¥290 one way. It's a memorably scenic journey, as you'll pass scores of islands, large and small, forested and rocky, so you can just sit and enjoy the view as you go.
I came to Japan from Manchester, England in 2003, and have travelled a lot since then, around Japan and in Asia. When I'm not working, I write satire and perform stand-up comedy in and around Tokyo. Check YouTube for a taste.