Gozo is the northernmost island of Malta and the site of much of Malta 's prehistory and early history. Gozo is possessed of a unique quality different from that of the other Maltese islands. Gozo is an island with three hills; it is a very picturesque island. Highlights of this tour include the Azure Window at Dwejra , the citadel in Victoria , the bay of Xlendi , and the Gozo Heritage , an audiovisual tour of Gozo 's history and place in the history of Malta as a whole.