Surfing is a must try in Costa Rica. You can get surf lessons pretty much anywhere on the beach. It is one of the most popular things to do in Costa Rica. Tamarindo, Jaco, and Puerto Viejo are great places to surf.
Rent a soft surfboard your very first time out. Don't invest in your own surf board if you've never ever attempted surfing before. At a lot of beaches helpful for surfing, rental areas will be offered near to the beach, offering reasonably inexpensive.