Good evening,
The answer to your question could fill a guidebook: "The Italian Lakes." Such a guidebook probably exists or has existed, I think.
More modestly, I’ll point you to one place and a few nearby activities.
Riva del Garda (at the very north of Lake Garda).
Three outdoor activities to try:
1- Strada del Ponale. An old road now converted into a pedestrian and cycling path. Best done in the morning.
2- Arco Castle (5 km north of Riva del Garda). Medieval, very ruined... but what a site! It’s fascinated travelers for ages—Albrecht Dürer even painted it, and the work is now in the Louvre.
Photo taken from Arco’s public park.

3- 10 km north of Arco, an area called the "Marocche di Dro" (the largest landslide zone in the Alps). You can see dinosaur footprints there—and real ones, not casts, which isn’t all that common.
More precise info is available on-site.
For #3 (free), you’ll likely have the place to yourself, which would be surprising for #1 (free) and #2 (paid).