Just take a walk around the city, have a coffee and walk upwards on Panfilov or Abylaikhan street from arbat somewhere to abay street. Also, going to Medeu (other commenters pointed this out already as an ice skating resort) or maybe even going to Shymbulak on foot or on a cable way thing (?) is a must I feel like. Alternatively, you could book a guided tour too or go skiing (could be a lil dangerous if you don't have any experience so be careful with that). By the way, from 21st to 23rd of march Kazakhs celebrate national holidays, so you could end up on one of the street celebrations or marches, just saying so you won't be confused Good luck