Possible

Sascha has taken it upon himself to travel to the northern Greek island of Samothraki (Samothrace, Σαμοθράκη), an island still largely untouched by the mass tourism which thrives on many other Greek islands. Lacking an airport, Samothraki's rugged, mountainous and sparsely populated nature serves as the main attraction to those willing to take the roads less travelled. 
Hot springs feature, but are apparently no comparison to the islands waterfalls. But maybe I should let Sascha tell his tale first.

Expectations

Samothraki has 4 natural thermal pools that are very close together near the town Therma on Samothraki Island. 

Depending on your residence, the trip to the island can be long, therefore, the trip should be considered as part of the holiday. Maybe because of the difficult access, the island is not well known in Western Europe. This is rather positive because the touristic infrastructure is rather on a low level and cannot cope with tourist masses. 

I started from Düsseldorf Airport with a direct flight to Kavala. It is advisable to rent a car and drive to Alexandropoulis where the ferry starts once a day to Samothraki. The car hire is much cheaper (around 160€ per week) than renting a car on the island which is around 80€ per day. Alexandropoulis offers some comfortable hotels if you were not able to catch the ferry on the same day. 
After 2h40 you reach the island and after 15 minutes by car you finally reach the village of Therma. 

Therma is close to the mountains and offers beautiful forests, fabulous waterfalls and the hot springs. In a review I would say, the waterfalls (with drinkable water) are more spectacular than the hot springs, but they are in any case worth the travel. Some hostels are around the market place as well as in the surroundings of the village. Do not expect 5 star hotels on the island; accommodation is rather simple and easy.

Crushed
Concerning the hot springs, you come first to the official building with a pool inside. Opening hours are in the morning and in the evening from 18:00 to 21:00 but in June the building was still closed and opens apparently only in the high season. 
 

On the left side of the official building is the old thermal pool building which gives free access (photo above). I only checked the temperature and took some pictures because some party people crushed some glass bottles around the pool.

On the same side you find the real source as well as the source with drinkable hot mineral water. Be careful, some wesp nests are close by.

Varied

To find the open air and free hot springs, you have to take the gravel road on the right side from the official building. After 200m, on your right side a small path goes down to the first pool. The temperature varies a lot, at the days of my visit, it varied between 40°C-43°C. The water comes out of the spring at 52°C and locals told me that on some days the pool is too hot to soak in, but in winter it is too cold to soak because of the reduced water in-flow. Probably June was a perfect month, also because the tourist masses of July and August had not arrived yet.

One of the advantages of this pool is that it is around 1m deep, so that a real soak is possible. The pool is clean and of concrete which means it is clean without algae but with a strong sulphur smell. Unfortunately, the concrete surrounding takes away the beautiful view to the sea when you are inside the pool.

 

Absolutely recommended is to soak in the early morning. When your body gets really hot, take the car, drive down to the beach (about a 2 minute drive) and cool down in the sea. If you want to socialize with other tourists or hippies, better soak in the evening.

Recommended
If you continue the gravel road until the left turn (about 100m further up), you see on the right side three other pools, also made of concrete but this time you have a great view to the sea. It is foreseen only to put the legs in the pools but it is also possible to soak inside.

Water temperature of pool 1: 34°C, pool 2: 38°C and pool 3 (with algae): 34°C. 
This is the right place if you want to stay for hours in the pool but protect yourself during the day against the strong sunshine. 
Naked soaking is possible but I recommend it rather in the morning …

Conception
Thanking Sascha for the above I've looked up on internet if there's more to add. The Greek official tourism site, visitgreece notes:

'The thermal springs of Therma, Samothraki are located 15 km away from Kamariotissa, at the port of the island.
Known since the Byzantine period, the thermal springs have therapeutic effects for rheumatoid arthritis, chronic rheumatic conditions, gynecological conditions, peripheral angiopathies, secondary skin conditions and obesity. Visitors will find a spa with group and individual baths. A study for the creation of a new spa center is currently being conducted'.

One of Greece's best sources of hoot spring info (though also slightly outdated), greece-islands.us writes on three hot springs near Therma:

'Therma
According to tradition, Olympiad conceived Alexander the Great in Therma. This rumor still attracts women who can't have children today. The springs were built in 1981. They have two basins (or more like pools), one for each gender, and 13 individual basins, 8 of which are relatively new. There are also two old tanks, one of which is used to cool the water (197o F).
How will you get there? Therma is about 14 kilometers away from the Kamariotissa harbor. The way there is a rather enjoyable ride. The public springs facilities are at the end of the settlement, across the bus stop.
Where will you stay? There are two camps. There are also hotels and rooms to let.
So, here it goes. Take a bath in the "pools". The water is bright, salty and with a feeble odor of sulphurated hydrogen. The temperature is about 98-100o F. The pools are in a good condition and there are stands where you can rest around. The springs are open from June 1st to October 20th.
Pigi Frikion (Freak Spring) Climbing up the dirt road to the hill of Psarotherma, you'll find a spring on your right side. The water supplies two basins, one of which is open-air (the other one is roofed with a cement closet. The water is rather warm. The spring is one of the most popular ones in Samothraki, the Freak Spring. Elderly people avoid this spring; perhaps because of the high temperatures
So, here it goes. It's worth a try. The water is rather hot in the open-air basin (140o F), while in the other one it's just hot (105-120o F). It's salty and the atmosphere is kind of heavy due to the sulphurated hydrogen. The basin at the closet can fit up to 2-4 people.
Pigi Podoloutron, Psarotherma Just above the Therma spring, you will find another three open-air basins if you climb up the dirt road and look for them to your right. Two of these have water. This place is the elderly hang-out spot. The basins are shallow and the visitors sit around the bench and place their feet in the water.
So, here it goes. The water is dim, with just enough sulphur. The water is renewed, it takes about 15 minutes for the basins to be filled again. The temperature is pretty good too'.

A statement to Samothraki's hot springs: Tripadvisor's Things to do on the island does not include these. Though 3 waterfalls are listed.

There's a good video of all three hot springs  of Therma on youtube.

A blog on the hot springs in Greek from 2009 with great pictures of all the soaking sites.

To finish I've included a photo of how nice a night time soak may well be on Samothraki:

tobyintheworld 

"You do not travel if you are afraid of the unknown, you travel for the unknown, that reveals you with yourself."
— Ella Maillart

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