this is one of my favourite day trips ever.
from s-bahn stop 'wannsee' you can walk over to the ferry pier. the ferry to kladow is marked 'BVG-fähre' (BVG being the berlin transport services) and leaves every full hour. the best thing is, you can use your s-bahn ticket. be there early, though, as particularly in summer the ferry is full up easily and it's all on a first come, first served basis ...
the ferry trip is roughly twenty minutes, enjoy! once you're in kladow, you can go for a walk. head to the right leaving the pier for the old manor house and the public park, where you can have a picnic or take a bath in the lake, if you're brave enough. the sandy parts on the water front are tiny though and few and far in between, the best thing is to just go with your picnic and something nice to read and see what spot takes your fancy.
alternatively, you can settle for one of the beer gardens right next to the pier or turn left and walk up to 'la riviera'. nice views onto the lake, but definitely not chi-chi. rustic and slightly run-down pizza place.
the ferry back from kladow is always half past the hour, but make sure you catch the last one (around 6.30pm in the summer). check time-tables on the BVG site.