Do you mean activity the game gives you that you have to start? If so, finger fillet. If you mean things to do in the game then I would say the hunting is definitely my favorite thing to do. It's a lot of fun to track the animal and then kill it. Either that or just messing around with the people in towns haha
My favorite activity in RDR2 is starting massive random bar fights with the whole town, then convincing the sheriffs that I didn't do a darn thing haha.