Among your first stops should be Hawaii Gateway Energy Center. Here, you'll be able to find your bearings and pick up some great ideas before you begin exploring.
When you've finished at this tourist information center in Kailua-Kona, why not make your way to Hulihee Palace, Kailua Pier, and Kaloko-Honokohau National Historical Park? They're not far from Hawaii Gateway Energy Center and also a favorite with tourists.