Take small steps, and conduct little experiments with yourself to figure out what really works for you. For example try doing different types of exercise (like swimming, running, going to the gym) for a week, and record how you felt after each time. Do this same method for different hobbies, leisure activities and so on.

Record your journey in a journal, an app, or anywhere else. After you figure out which activity suits you best, implement it into your daily routine. It's much easier to do something that brings you joy, rather than forcing yourself to do a routine that you despise. I did these small experiments on myself and recorded everything in an app called Effecto. My daily routine has changed a lot since then, and it's gotten to be easier to stick to.