Travelling would be the big one. I have a massive case of wanderlust raging in me right now, and being stuck where I am is killing me. Having been a military child for the first 13 years of my life, I travelled around the US every 2-3 years. My father retired, and I have been stuck here for 18 years now. And I can't stand it. Every day the urge to just start walking off gets harder to resist.
Another thing would be learning the bagpipes. I know most people hate the sound, but I absolutely love it. And that shit is obscenely loud in person, but even better than hearing recorded music of it.
And like Kipling linked, I wouldn't mind learning the wingsuit flight. The thought of flying has always excited me deep inside. Unfortunately, I would probably fail at it (same with regular sky diving) because I am pretty damn terrified of heights, which would be a bad combination. I would love to learn to use a wingsuit properly like you wouldn't believe, but my fear would probably keep that from happening. Just like my fear of deep water kinda fucks with my love of water (not to mention I can't swim, really).
Oh, and heading off into space. Flying off to the moon. Something I have always wanted to experience. And apparently 20 million dollars is what it takes to get that to happen.