Windsurfing, catching waves on a windsurf is a great sport to learn - you just need your board, sail and wetsuit, some water and a bit of wind and you are away!
Okay, it's quite tricky to get the hang of dealing with wind direction, balance and hand/feet co-ordination all at the same time, but you will have a great day out learning and qualified instructors are always lurking even when you are on the water to make sure you are safe and to help with those tips on staying upright.