Young Jerry wants to go to the rocky bay because it presents a challenge and because there he can exert some independence from his mother with whom he usually spends the day at the usual beach.
As Jerry walks to the beach with his mother because "it was time for the routine of swimming and sunbathing," she notices that Jerry looks out at the rocks in the bay. So, she asks him if he is tired of the usual beach, but Jerry quickly says, "Oh, no!" as he does not want to hurt his mother's feelings. Shortly afterwards, though, he blurts out, "I'd like to go and have a look...." And, although she has some misgivings, his mother tells Jerry, "Of course, Jerry." She adds that later he can just come to their beach or go directly to the villa where they are staying.
She was thinking. Of course, he's old enough to be safe without me. Have I been keeping him too close? He mustn't feel he ought to be with me. I must be careful.
This desire of Jerry's to swim out to the bay and the big rocks is the first act of his growing independence. In the bay he encounters some older boys who are able to swim through an opening in the rock by holding their breaths for two to three minutes. Jerry feels that if he can do the same, he will pass out of his childhood. Thus, his initial attraction to the rocky bay is the first step in his transition to young manhood.