Check out the cutest local Farmer's Market on Saturday from 8am to 1pm. It's literally a 2 min walk from the host hotel.
The Yuba is too powerful and cold to swim at this time of year, but there are numerous hikes which will give you some exercise and great views of this stunning river. One of the most accessible is the Hoyt's Crossing Trail. Take Hwy 49 for about 6 miles towards Downieville and park at the bridge crossing. Enjoy the view from there or pick up the trail for more gorgeousness.
Nevada City may have our hearts, but just 4 miles away is another charming old mining town: Grass Valley. The main drag (Mill St) has been recently upgraded to be car-free and is lined with dozens of shops, bars, restaurants, tasting rooms...even a cool Art Deco movie house.