A good place to sample some traditional Okinawan delicacies is the Makishi Public Market. A small, two story building located just off Naha's famous Kokusai street. The first floor is a wet market of sorts where vendors sell fresh produce and seafood. It is air-conditioned, a nice respite from the humidity, and you are greeted with a cacophony of voices encouraging you to look and sample their wares.
Fresh seafood is one of the main draws of this market, and you will see rows of tanks filled with spindly crabs and spiny lobsters, or bulging fish eyes poking out from mounds of ice. Just looking at the variety of sea creatures on display is a marvel in itself. One thing that's popular as well is to pick out your favorite seafood, and then have it brought to the restaurants upstairs for a small fee, where your catch is freshly prepared for you. Besides seafood, there's also meat - pork in particular. Okinawan's are famous for eating practically all parts of the pig, which can also be found here, as well as seasonal local vegetable produce.
The second level is filled with restaurants of various sizes serving up all manner of local cuisine. It is a great place to rest your legs and grab some sustenance after a tiring day walking through the markets. Many of these restaurants are tourist friendly with English or Chinese translations on their menu, or conveniently have pictures for you to point at.
I could not leave the market without having a sashimi set lunch that came with a neatly plated array of super fresh fish, shellfish and prawns that were probably procured from the market place below, one of the best meals I had in Okinawa. Take the time to try out the different stores. One of the more unusual things I tried here was Helios Goya Dry, a beer produced in Naha that is tinged with its famous bittergourd-like Goya. Beer is bitter to begin with, so the distinctly Goya aftertaste was not too strange. It was here that I also sampled Hirayachi, a flat pancake-like side dish that I had with my beer.