Colleges want to know that you will bring more to their campus than just good academics. Students’ varied interests make their campuses more interesting places, and they feel that students who get out and do things are more likely to make good use of their college education. You demonstrate your non-academic interests and accomplishments through your activities.
Just about anything and everything to which you have devoted significant time and energy. Sports, clubs, student government, jobs, volunteer work, music, art, dance, various competitions, and many more things are all fair game, so long as they indicate serious effort and accomplishment on your part. Even non-traditional sports like skateboarding will look good, so long as you demonstrate passion for or accomplishment in the sport. Don’t get involved in things just because you think they will look good on a college application; become active in things you actually enjoy. The activities you participate in should reflect your true interests and personality.
Sometimes this is okay, depending on the reasons. If you spent all your afternoons watching television, playing video games, or updating your facebook page, then you are out of luck. But if you were unable to participate in extra-curricular activities because you have to take care of a sick relative, watch your younger brothers and sisters until your parents get back from work late every day, or spend large amounts of your time in other activities in which you have little choice, then colleges will usually be understanding if you explain your situation in your application essay. You may even get “extra points” for it, if the demands on you required maturity, character, or significant efforts on your part.