If you plan on spending the night anywhere around the Bridge or on the Island, better look for reservations NOW! Some places are probably already booked.
My understanding is the first battle of the War of 1812 was fought, sort of at the fort on the island. Sort of because the British took the fort without firing a shot. On the Island you can rent a horse and ride or add a buggy to that for your exploring. Bicycles are also available for rent.
There is a video out that documents a winter on the Island. I think it may be available through Amazon.
Some terms you might wish to know:
The bridge is simply referred to as "The Bridge". Everyone in Michigan will know what you mean.
Residents of the U.P. are called Upers (Yoopers).
Residents of the L.P. are referred to as Trolls because we live under The Bridge.
The U.P. originally belonged to the territory of Wisconsin. But after the Michigan - Ohio War in 1834, Washington gave the U.P. to the teritory of Michigan to make up for the State of Ohio taking Toledo.
And by all means, while near The Bridge or better still on The Island, pick up some Fudge. Lots of it! But it ain't cheap.