If you don't have a 4x4 vehicle that can handle all sand terrain, then book a tour and head out to Carova, right pass Corolla to see the Wild Horses!
This places has Ziplining, Climbing and Axe Throwing.
Right next to the Whalehead Club, check out the lighthouse! If you climb to the top you'll get awesome views of Whalehead!
Putt Putt and bumper car fun awaits!
Check out the sand dunes, Joe will tell you they are much small from what he remembers. Nonetheless, you may see some kites flying or hang gliders!