living in NYC this is one thing you give up
I was pretty bored in the 'burbs but should document stuff that I did as a kid, just for reference/comparison.
While living in Rahway Nj until age 7, there was a large woods at the end of a street in our neighborhood, but nobody seemed to go in there to play.
In New Providence Nj there was a narrow stretch of woods between our row of houses and the next row - maybe a couple hundred feet deep. I made a couple small lean-to-s in those woods, sticks and leaves, barely long enough to lie down in.
Made snow caves a couple times by piling up lots of snow in one place from shoveling the back end of the driveway, then tunnelling in. Big enough for 2-3 kids to sit in at one time. (SnowStorm)
Between our house and the elementary school, there was another woodsy area with a pond in it. I'd walk through that area just to skip rocks and listen to a bullfrog.
Once I caught a couple tadpoles there, and raised them at home in a very shallow aquarium until their back legs were big enough for them to try jumping out. Then I took them back and released them in the pond. Since they'd been living in regularly-recycled tapwater for a few weeks at least, they were rather bleached-white, and I could see them clearly against the bottom of the pond as they headed into deeper water. I wonder whether that got them eaten.
Was in CubScouts and BoyScouts, and went on many camping trips. That was the only reason I stayed in the 'Scouts, given that I must have earned a total of 3 merit Badge-s. Went on lots of weekend camping trips. Went on a couple 50-mile canoe trips in upper New York State. At some point I wondered why I was spending 48 hours doing little but find/chop wood, make fire, made food, eat food, clean up, then start over. That was the end of that.