I would like to show how to get to Naoshima if you are traveling from Shikoku.
From Takamatsu station, to the ferry terminal is 5 minutes walk.
Unfortunately written in Japanese only. The exact translation is Takamatsu Port Passenger Terminal Building.
The ferry to Naoshima is the same terminal for ferries to Shodojima(Shodo island), which means pier number 1 or 2. By the way, pier 3 a 4 are for mostly high speed boats.
At the terminal, look for the counter which sells ticket to Miyanoura of Naoshima.
Inside the cabin is quite clean and plenty of spaces. Then, there is no 1st class cabin or private room. By the way, there are some power outlet and recommend to recharge your mobile phone during on board.
After 50 minutes cruise, you will arrive at Miyanoura port.
Most of the passengers are with their own vehicles. Therefore watch out when you are getting of the ferry.