There is excellent scuba diving off Burriana beach on the outskirts of Nerja. And if you'd like to take up diving there are PADI qualified schools at Burriana and in Nerja.
Just stroll along the long sandy beaches or walk in the nearby beautiful Almijara mountains and Natural Park
Play golf at the nearby Baviera Golf Course. A picturesque 18 hole course only a 15 minute away.
There are several excellent riding stables in the area who catering for beginners and more experienced riders. Enjoy a couple of hours riding in the hills and sometimes on the beach or maybe take a half day trek along the lovely Rio Chillar.
Spend a day, or several days skiing, in the magnificent Sierra Nevada which are only a 2 hour drive away. From December to March there are excellent runs to suit beginners and intermediates.
Play tennis and make new friends at the Club Tenins de Andalucia in Nerja for just 8 euros an hour. If you want to improve your game they have excellent English-speaking coaches.