Going to Key Island ... aka Keewaydin ... is a top Marco activity to do. You can only get there by boat!
There are several novelty food pontoon boats that moor on the island, Just Beachy Burgers and More 12000 Keewaydin Is, Naples, FL 34112 (239) 595-0592, Just Beachy 2, Isle of Capri Fish House that sell food on the island. They are there only during busy boating times. No promises they will be there when you are.
There is also an ice cream boat that sometimes comes out.
If you don't expect too much, they will be just right! Good cold water / pop and pizza on an sandy palm tree island!
IMO summer weekends bring more people out to Key Island than winter weekends.
If you want to go to the beach and don't want to go to a public Marco beach ... go off the island to Keewaydin via Hemingway Shuttle.