If you like sports, then you are in the right place:
Gower College Swansea Sports Centre - a sports complex with all you will need - reviews are pretty good, lots of different classes. More info from their website https://www.gcs.ac.uk/sports-centre
South Gower Sports Club, Scurlage, just down the road from The Old Ambulance Station, a range of field sports rugby, football
Golf, loads of clubs around, Pennard, Three Crosses, Langland
Pony Trekking, Pilton Moor Stables, near Rhossili, gets good reviews, https://www.piltonmoorstables.co.uk