The Blue Room is a unique snorkel spot for sure! Getting there can be a bit of a task, so if you aren’t prepared for a hike and a decent swim, go on a tour. However, the Blue Room can easily be seen on your own by hiking from Playa Santa Cruz and jumping off the rocks into the water(it’s not a high jump) and explore the cave.
Getting back, you have two options. Either climb up the rocks to get out, which is not incredibly difficult, but will require a bit of athletic ability. The rocks can be a bit sharp too. Or, snorkel your way out of the cave and along the shore back to the black sand beach at Santu Pretu. From there, it’s just a short hike back to Playa Santa Cruz.