IMPORTANT: Be carefull on the walk to the cave!!
If you don't take a boat tour that takes you to the Blue Room Cave, you can walk to it for free. However, it is not the safest walk. Locals don't recommend it because their are people who steal your stuff when you are in the water. But if you don't take a lot of stuff and go in group, you are good to go!
The cave can only be reached by the water. After the walk or boat ride, you will arrive at a large stone wall. You cannot see the cave from the water or on the rocks. In fact, you have to actually dive underwater to reach the inside of the blue room. No fear it's only about a meter wide and at low tide you can keep your head above water. It is totally worth it!
Once you enter the bleu room cave, you will feel like a mermaid. The cave is way bigger than you can ever imagine. Be prepared to get tired because you will have to keep swimming the whole time. Their is only one rock you might be able to stand on but the tide makes it hard to stand still. Make sure to bring your snorkel gear, goggles and (if you have one) underwater camera.
Enjoy it to the fullest!