Bugs Bugs Bugs! I camped here with my Girl Scouts. The group camping is directly on the beach, which is much better bug wise. You definitely need heavy duty bug spray.
In fact, I took the girls on a couple of the hiking trails, and even with bug spray, we couldn't do it! The bugs were buzzing around so thickly we could hardly breathe. Stay away from the marshy areas, use bug spray and it's tolerable.
The beach is fairly nice. It's a Chesapeake Bay beach, not the ocean, but it's still fairly nice. And not at all crowded compared to Ocean City! eta: I'm not positive that it's the Bay, but I think it is!
You WILL see the horses! They are everywhere! And lock your food in your vehicle, or they'll get at it. They nosed open a rubbermaid container trying to get at our food. Luckily we were there, so we just put it in the back of the truck and closed it up.
Lots of sunscreen is a must too. A couple of my girls got too much sun, even with sunscreen. I think it was a combination of windburn and sunburn (always a nice breeze going), but it was painful.
Enjoy the trip, but plan for the bugs!