From Kalamata, turn right at the Lidl / Sklavenitis roundabout heading in the direction Old Messini and Meligala.
It's a large open market that is famous. This spills in from the main road towards the centre of town down side street, lit up in the evening.
For those who don't know it, it is consists of household goods, tools, clothes and fabrics - largely furnishing variety, but some beautiful ones not often seen around these parts. Livestock on the opposite side of the road.