Where are you flying out of to EYW?
I see your flying form Pompano? Flying from the east coast you actually start south and eventually end up heading west to EYW. There is also a teathered balloon near Big Pine key.
EYW is a controlled airport with a navy AF base next door. Make sure your charts are up to date and your log book is approved by your CFI for your trip down and back. Always ID yourself as a student pilot to the controllers. Request flight following and you have to maintain a decent altitude for radar and radio communications to maintain flight following.
If you do not have flight following. Make sure you contact EYW approach as the charts instruct.
Many years ago I flew from FT Lauderdale Exec to EYW. For grins and scenery I requested permission to get 300 ft over the water and fly the shoreline the entire route. Very intersting flight. There are a number of private islands with houses as large as the island and yachts that are ocean crossing vessel size. Also several private resorts for the rich and maybe not so famous that you can only get there by boat.
There is usually a lot of haze through the keys. It is wise to follow the highway through the keys for VFR flight.
I am flying from Fort Myers Thursday afternoon IFR. If you need help planning let me know.
A straight shot from the west coast is all water. VFR is tough over water. You will need a gps because unless you get altitude the VOR in EYW will be unreadable by your navigational equipment.