Still, you cannot just learn at will to find arbitrary things fun.

Actually, I can if I put effort into it. Especially if the activity has a purpose for myself.

But even if you can't, you won't know how an activity will feel after a year by taking a lesson in it. My first month of dancing Salsa was horrible. In the Salsa community the first months for males get called "beginner's hell". If you only engage in hobbies that are fun the first time in which you engage them I don't think you optimize happiness and more importantly you probably won't engage in activities that challenge your weak area's in a way that makes you improve on a more general level.