Tinos and Kythnos sit on opposite sides of Syros, Tinos in the north-east of the Cyclades and Kythnos in the west, one of the islands closest to the Attica coast. The direct boat is a handy shortcut for anyone who wants to finish a trip on a quiet western island without sailing back to Athens and out again. Tinos gives you marble villages, the great pilgrimage church in the port town and a serious food scene; Kythnos gives you thermal springs, simple villages and a slower, very Greek summer.
The catch is frequency. Ferryhopper lists a single operator, Blue Star Ferries, sailing this way once a week, in every month of the year. Its monthly table, which it notes is based on last year's data, shows a crossing of 2 hr 15 min in May and June and about 4 hours for the rest of the year, which suggests the ship follows a longer island itinerary outside early summer. Either way, it is a big conventional ferry, not a high-speed boat.
That once-a-week rhythm shapes everything else. Find the sailing day first, then fix your nights on Tinos and your room on Kythnos around it. If the day does not fit, the practical fallback is to go through Athens: Tinos has daily boats to Piraeus, and Piraeus has sailings on to Kythnos on most days of the week in summer.
Kythnos is compact but hilly, and its port of Merichas is on the west side, away from the main village. Sort out your transfer or rental vehicle before the ship docks, because arrival day on a small island is not the moment to improvise.