There are three caves of Agia Sofia on the island, but the cave near Mylopotamos is certainly the best. It is a very large cave and it is a wonderful experience visiting it.
The guide narrates extremely interesting stories (historical and legends), and there is no chance you could get out not amused.
Pay attention if you go in September, due to changes in working hours (not working every day).
And pay really really big attention on the road. It is asphalt, but very dangerous. Many turns, very narrow, and the very end can be tricky - the road ends just behind the turn. If you are fast, you are flying into the abyss.