There are a number of fun hikes in the area with differing levels of difficulty. Bull Hill is a great option, as recommended by Emily's dad, Tim. Feel free to reach out to him for any additional hiking recommendations in the area.
You can utilize the trails, although trail access is a little tricky compared to some of the other hiking options. If you would like to take a suggestion from the Bolgar boys, you can also kayak through the marsh. Kayak rentals and tours are available in Cold Spring, Hudson River Expeditions is a popular option.
If you're in town early and itching to see the venue, the Cold Spring farmers market is at Boscobel every Saturday morning.