Walden Pond is beautiful and has a great walking trail around it. It's about 2 miles from the Colonial Inn in Concord, MA.
A little less than a mile from the Colonial Inn is Louisa May Alcotts Orchard House which has been turned into museum. The house is shown by guided tour and is open 7 days a week. Tickets for adults are $15 and children are $8. They also offer family discounts. You can buy tickets and reserve an entry time on their website.
Henry David Thoreau was born in this home and it has been turned into a museum. Admission is free and guided tours are available. It is approximately 3 miles from the Colonial Inn.
Near the visitor center on Main St in Concord you can rent bikes and ride around the town, visit historical sites. There's a rail trail and Minute Man National Park close by.