Susanna I'm glad you've benefitted from other folks' questions, but I think some guidebooks (get an armful from the library, free) would also help. For instance: there is no train to Delphi, never was. There IS, however, a modern, prompt intercity BUS (called KTEL busses) that takes about 3.5 hours, very useful. And instead of backtracking all the way to Athens, then off again to Nafplio -- why not rent a car & combine yr 2 Mainland adventures??
Also, Strongly advise flipping your sequence. Islands first, for several reasons, tested on many trips to your destinations:
(1) Too exhausted from flight, to focus on ancient sites; MUCH better to get over jet-lag on an isle
(2) Isles 1st reinvigorates AND orients you to GReek ways; you'll be more efficient with later sightseeing.
(3) Early June ideal for isles, lively but less crowded .. earlier the better. Doesn't matter for other stops.
(4) U avoid going in/out of Athens 2/3 times -- with only 12 nights, every HOUR is precious; don't waste any!
(5) After 6-7 days immersed in Greece, the landmarks of Delphi, Nafplio area & Athens will resonate far more.
Based on experience, here's the sequence that minimizes transit time, maximizes time at destinations, to enjoy:
• ATH Arrival: try for flights arriving AM, switch to early afternoon flight to MILOS
• After Milos stay, ferry to NAXOS. I f there isn't a ferry on your desired day, u can ferry to Santorini, & change to a ferry there -- Santorini is a "switchboard" island, with daily ferrries to most Cycladic islands. In fact you could do it the OTHER way.. domestic flight to Naxos, THEN ferry to Milos
• The morning of your ?6th? day, fly from whichever Island to ATH airport. Rental Car by Noon, drive to DELPHI; overnight.
• Next AM, backtrack partway (to Elefsina), and take big intercity highway over Corinth Canal... Stop at ANCIENT NEMEA (like Olympia but no crowds!) then on to Nafplio for 3 nights.
• Leave Nafplio early, drive to EPIDAURUS, then up coast to Corinth Canal, then back to Airport (do NOT attempt to return car in Athens traffic - taxi to Plaka area hotel is flat-fee, and stress-free)
• Final 3 nights in Athens.