Most important thing is that it's something you enjoy.
Otherwise, you won't do it, and that's useless.
Personally, yoga, walking the dog, mountain biking, Capoeira etc.
Anything you want to. There are loads of classes springing up right now.
Personally, I'd suggest a martial arts class. Can be helpful to absolutely everyone, and can be done at any level of fitness, well, some you have to be in a bit better shape for.
You get to meet people, have a lot of fun, learn a new skill, and feel safer in your own skin, not that you'll ever need to.