Of the extreme things...well, air surfing and skydiving have always been attractive to me. Maybe one day...
As for those more "down to earth" hobbies...
I'm already making models (though I'm currently on a pause), and have always wanted to try Warhammer 40,000. However, it is quite expensive, and I have problems with space, so I am unable to indulge in it.
PnP RPGs are another thing - I play DnD, though rarely. All DnD players in my town are connected with me, and I'm usually the DM. Our sessions are fun, but seldom. We play once in two months, at best. It is really pathetic when you have to go through a guidebook every single time before a session.
Obviously, I'd like this to become a more regular hobby, and preferably with more players, but that's a long shot.
On the more active side: urban exploration has been mentioned, but there's not much to "explore" here. Old factories, abandoned houses, darker allies and what-else-not - I have seen most of it.
Hiking was my hobby for some time, but that one went down the drain.
Sadly, I have some problems with the water in pools, my skin reacts badly to it, so I cannot swim or play water polo, which I really like.
Cycling is my hobby, in a way, at least when the weather is right. I'd like to try mountain biking though. At least something that really is exciting. Just climbing on random hills with your bike through mud and dirt can hardly be called mountain biking.
As for some sort of creative outlet, I have always been interested in music, though I suck at it. Hard.
I have zero "hearing" for it, cannot sing, cannot play anything. Bass, drums and other rhythmic instruments have always interested me, and so did keyboard, in a way. But I've never had the chance to learn any of them. Not that I'd be good at it.
Another thing is that I like singing (as does everyone in my family). It is a shame really - my grandfather was an outstanding singer. Sadly, none of his descendants have inherited the gift. We all like singing, but are horrible at it, on various levels. It is pathetic.
I have a knack for writing lyrics however. At least in my mother tongue. But there ain't much use of it if you can't sing.
I can growl though, and perform other vocal expression employed in the "extreme" metal sub-genre, with little or no pain. Plenty of people can do that, but many seem to have problems with soar throat and so on, which, as they claim, causes them severe pain. I don't. I knew how to growl since I was a kid, in a way, before hearing stuff like death metal. Later I've "perfected" and could, in all sincerity, easily go as a solid vocalist in a band, but hey, no one likes that music here.