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ThrustVectoring comments on How can I spend money to improve my life? - Less Wrong Discussion
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It depends on the relative costs of analysis versus just trying it, really. If it takes ten hours to figure out which hobby you want to try first, you could have already tried the top three gut-feeling hobbies out for three hours each.
How much do you learn about the value of motorcycle racing by trying it out for three hours? I don't think that provides much valuable information for a decision whether or not to engage in motorcycle racing.
It doesn't provide you any information about accident risks. It doesn't even provide you any information about whether it's fun once you developed a decent ability at it.
I get that some hobbies are better than others, and you can use analysis to figure out costs and benefits. I have a tendency to over-analyze things instead of actually going out and doing them, so I tailored my advice for someone that likely has the same issues (since they've got a list of hobbies that indicates not going out and trying things).
Some people need to spend more time figuring out what hobbies they want and their relative costs or benefits. The people that need this branch of advice have already tried several of the hobbies listed and aren't asking for advice along these lines.