This majestic gorge is considered one of the great attractions of Crete. Just be aware it is a long 5 to 7 hours walk on rough terrain so you will need to have a certain degree of fitness, good shoes and walking experience in order to enjoy it. The trek is downhill and then flat.
The most common way to "do" the gorge is to book an organized tour. Best option is to book tour with your hotel.
You will be picked up from and returned to your hotel. This does not mean that you need to walk in a group. Everyone walks at their own pace and meets in Agia Roumeli. Here a ferry brings you to Hora Sfakion and then a bus or taxi takes you back to Chania.
These tours are not very expensive and can be booked locally, often directly at the hotel where you are staying. It is a good idea to book one (1) day in advance.
PLEASE BE AWARE: open from early May to end of October each year.
Other considerations:
The path is maintained and is substantially better than "normal" mountain paths in Crete.
There are wardens along the way (in radio contact with each other) who will help you in case of trouble or injury.
There are well-maintained springs on the way so that you do not have to carry much water.
There are toilets in several places and plenty of rubbish bins.
Wear good walking shoes and bring sunscreen.