The Fun Sport of Windsurfing Windsurfing is a fun sport that's not too hard to learn. Once you've mastered it, you can do it just about anywhere. You'll need water, wind and your windsurfing gear. This sport is relaxing will allow you to enjoy the many wonders of nature. People from all over the globe take part in this solo sport. You're in luck if you live in a town on the ocean, or a lake, because you can windsurf just about any time you feel like it.