There's plenty to do right outside the lodge. Check out the website for more information.
We highly recommend visiting this memorial. There is no entrance fee, and you can make this stop as short or as long as you'd like. It's perfect for those taking the Pennsylvania Turnpike to/from the eastern side of the state.
Some things we like to do in Ohiopyle: Hike to Cucumber Falls Whitewater Raft Bike along the Great Allegheny Passage (GAP) Trail (As a bonus while you're there, check out the parking lot and underpass near the Visitor's Center that Kathleen helped design)
A Frank Lloyd Wright house built for the Kauffman family in 1935. Reservations are required to tour the house so be sure to buy tickets in advance.