As there is little interpretation inside, try to see the introductory film first (showing throughout the day from 9:00 a.m. to 5:00 p.m. ). Your ticket also entitles you to visit the Municipal Museum, which is actually no more than a well-preserved late-18th-century hammam (Turkish bath).
There's no need to watch the film first, since there's plenty of information inside to help you make sense of what you're seeing.