You can reach Naoshima by boat from Takamatsu (Shikoku) or Uno Port (Honshu)
.The JR Uno Line
The JR Uno Line connects Okayama Station to Uno station. Depending on the timetable, you may have to change in Chayamachi Station. You can check your time departure and route with Hyperdia
Once in Uno station, Uno Port, where you can catch a ferry to Naoshima, is at five minutes walk.
In Takamatsu, the port is also very near the station.
Learn more about the itinerary Okayama - Takamatsu