I agree with you in the benefits of being "actively engaged", but at least for me I would add two points.
They don't need to be productive activities, like cooking. Some people feel like they have to be productive even in their free time. It's fine but there's no need. And if you like learning an instrument without the intention of joining a band, that's perfectly ok.
Also, you're allowed to be bad at it. It's just a hobby.
If you are not sure about gloomhaven get Jaws of the Lion. It's easier to learn and get to the table than the big box. Not very story heavy and not many decisions, but might be a nice introduction to dungeon crawlers.