Mine was rock climbing, but cycling, snowboarding, surfing or pretty much anything will work, provided it is captivating, addicting and you genuinely consider it fun. Eventually you'll want it to be the thing that takes up your weekends and that you find yourself booking flights to unexpected places just because that's the place where the best "X" is.
But nobody does this. Instead, they go to a health club and lift a few weights or spend half an hour hating the stairmaster. Twice. Then they give up.
So don't do that. Buy a mountain bike, take it out in to the woods. Get muddy and come home sore. Wait until you're not sore anymore than go back and see if you can get farther down the road before ending up in the bushes. Make sure you always come home with a smile on your face, and repeat until you find yourself researching powerful LED headlamps so that you can get out after work in the winter.
Then you've won.