There are many ways to have fun while exercising. I would recommend starting with identifying what types of activities you enjoy. Whether you enjoy playing group sports such as baseball or basketball or prefer more solo adventures like kayaking or running, tailor your exercise to your interests.
If you enjoy competition, you can always train for a bodybuilding or physique competition. Or maybe the challenge of setting goals and shattering them in and of itself is enjoyable to you.
Try some different types of activities and make note of the ones you enjoy doing, then research your opportunities from there.
Best of Luck
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