You might want to spend some time browsing the exhibits at Memory Museum, Volgograd Memorial Historical Museum, or Volgograd State Panoramic Museum. While you're exploring, swing by Pavlov's House, Flour Mill Ruins, and Tsarisyn Fire Station Watchtower to learn a bit about the area. You can catch a show at Volgograd Regional Puppet Theatre, Volgograd State Theater for Young Spectators, and Volgograd State New Experimental Theatre.