You might want to spend some time browsing the exhibits at Volgograd Memorial Historical Museum, Volgograd State Panoramic Museum, or Hall of Military Glory. While you're exploring, swing by Volgograd State New Experimental Theatre, Pavlov's House, and Flour Mill Ruins to learn a bit about the area. You can catch a show at State Don Cossack Theatre, Volgograd State Theater for Young Spectators, and Tsaritsynskaya Opera.