The harbour is the asset here: large, shallow and sheltered enough that a group of beginners can be on the water safely within an hour.
On the water
Group sailing, paddleboarding and windsurfing sessions run through the season. See watersports. For something less strenuous, a harbour cruise or a run out to Old Harry Rocks takes a whole party at once: see boat tours.
On foot
The Cockle Trail through the Old Town is free, self-guided and works at any group size. Guided walks run seasonally.
Further afield
See out and about for trips beyond the town.