For me, my drinking had pushed everything to the side and caused changes in my brain. Nothing seemed to excited me and I had no idea who I was and what my hobbies should be. I knew people raved about exercise, so I gave that a try. I tried running on the 'dreadmill' but just couldn't stand the thought of spending 30 minutes watching CNN or looking at a mirror. Instead, I started putting an emphasis on exercising outside, and walking instead of running.
For other hobbies, it was really just a process of experimentation. I signed up for different Continuing Education courses and kept at it until something struck a nerve with me.
One last note, I think many people look for hobbies, when they really want to look for opportunities to socialize. I find that if I don't take the time to bond with people, no amount of hobbies is going to give me the satisfaction I am looking for.