I don't think exercise is fun, sometimes I really force myself to go to the gym. But I do think that there is a kind of motivation / sense of accomplishment when you see yourself doing things that you wouldn't even imagine before.
In my case, I'm getting a bit addicted to challenge myself on jogging. I've done the Couch to 5k recently and I'm now able to jog for 30 minutes
Sometimes I increase the speed a bit, sometimes I try to do a bit more. It's always nice to see that I can. I was a morbid obese for a long long time, from my early-childhood until a couple of months ago, and would never imagine myself jogging.
As you can see, I'm not as adventurous as you, but I understand your feelings!