Early fall can be a pleasant time to visit the Cape, especially if you prefer to avoid the crowds of summer.
I've visited the Cape in early October and was fortunate to have warm weather and sunny skies. October is off-season, and many of Provincetown’s art galleries are open only on the weekends at this time of year. Planned activities for children are limited, but Wellfleet Bay Wildlife Sanctuary sometimes offers after-school programs. I've found all of their children's and family programs to be of very high quality. Things to do in the off-season include walking on the beach, looking for sea creatures at low tide (you might want to take waterproof boots), walking around Provincetown, and bicycling. On a rainy day you might visit one of the Cape’s excellent libraries at Wellfleet, North Truro, or Eastham. Many of the libraries offer a children’s story time.
A day trip to Woods Hole can be both fun and educational. The renowned Woods Hole Oceanographic Center (WHOI) as well as the National Fisheries and the Marine Biological Laboratories have public exhibits. WHOI’s exhibition center features a mock-up of the interior of the deep submersible Alvin and a film about finding the Titanic featuring Titanic explorer and WHOI scientist Robert Ballard. The National Fisheries have two resident harbor seals in a small outdoor exhibit, aquaria, and a hands-on exploration center for getting a close-up look at sea life. From Woods Hole, one can catch ferries to Martha’s Vineyard.