You might want to spend some time browsing the exhibits at Volgograd Memorial Historical Museum, Volgograd State Panoramic Museum, or Museum of the Defence of Stalingrad. While you're exploring, swing by Pavlov's House, Flour Mill Ruins, and Volgograd State New Experimental Theatre to learn a bit about the area. You can catch a show at Tsaritsynskaya Opera, Volgograd Regional Puppet Theatre, and Volgograd Youth Theater.