Off we go!
In the late afternoon we got a ferry (with buquebus) straight from Buenos Aires harbour. The journey took an hour top. A couple of tips to have a smooth immigration experience
1 don't throw your ferry ticket or otherwise you won't have a proof about how you made it to the country
2 please ensure they stamp your passport on arrival, they seem to be pretty forgetful about doing this and on exit it's a trememendous pain as they have literally no record of you ever stepping foot into the country (they forgot to stamp my friend's passport on arrival and that was a pain to deal with)
We arrived at Colonia del Sacramento quite late and we decided to take a stroll around the city center. The city is an UNESCO World Heritage, and the best preserved Colonial Settlment in Uruguay (and overall one of the best preserved around all southern south america).
The city center is quite cute, and charming. However, it is extremely small and even to the most curious traveller it won't take more than a couple of hours to explore it. My advice is to stay for a day top and move on to bigger cities.