If you are truly going to see for your holiday I believe you should put. I am on holiday at sea. Or I am on holiday on the sea.
If you are wanting a more American english I would put vacation instead of holiday. Also, if your not going to sea, but rather to the beach I would say. I'm on vacation at the beach. I am on vacation at the beach. I am going to the beach for v
"I am going to the sea." "I am (on holiday) by the sea." "I am (resting) by the sea."
You can also use the word "seaside" (or "beach" in American English) to clarify that you are not going on a boat, but staying on the shore. "At sea" (without "the") means you are on a ship.