Marco Polo Larios is 35, a lovely guy with two kids and a surfing addiction. In Cabo, off the tip of Mexico’s Baja California Peninsula, his favorite spot is Costa Azul, where the wind is mild and disruptive cruise ships a rarity. Early one morning, he sets up camp along a barrier wall, just beyond the water’s reach: an umbrella planted in the grainy sand, a lawn chair underneath, a cooler of water, and two long boards. One is his. One, terrifyingly, is mine.

I’d flown two hours to Cabo not for spring break buffoonery, but for outdoor adventure. The nightlife in this resort city of 70,000, in a world of its own at the far tip of the Baja Peninsula, is legendary. Commonly and unjustly overlooked are its endless athletic options: scuba diving, sailing, ATV tours, horseback riding, deep sea fishing. The waves, Larios assures me, are Cabo’s best asset—better, perhaps, than those at legendary Mexican surf villages like Sayulita and Punta Mita.

The instructions are quick and carefree: how to paddle, how to swing my feet into proper position, how to fall after a successful ride. That we cover the basics in all of two minutes puts me strangely at ease; clearly, this would take longer if my destruction was imminent. Then we’re out, bobbing in the sea, waiting for a swell. Larios wades by my side, pointing out which waves to ride, and then, crucially, when to ride them. (In surfing, timing is everything.)

“Paddle … paddle … paddle … now, stand, now, now!” And with that I’m up, and balanced, rushing to shore. Then I’m down. Now I’m paddling, and waiting, and up again! I’m starting to carve, cautiously but confidently. I got this! I’m down. I’m paddling. Jesus, I’m tired. Five or six runs later, I’m clambering over to camp, wobbly with fatigue, certain I’m going to hurl. I never want to paddle again. Larios pops onto his board and glides onto shore. “The best surfer on the beach,” he tells me, “is the one with the biggest smile.” He gives me an enthusiastic high-five. Larios is better at surfing than me.

While in Cabo, I figure I’ll try my luck on the links, too. Sure, I’ve played golf once in the past decade, but at least I’ve done it before. And I’ve never heard of a golfer dying from exhaustion.

I choose the Ocean Course at Cabo Del Sol. Designed by Jack Nicklaus, it stretches from the highlands of desert cacti down to the Sea of Cortez. Golf magazines consider it one of the finest courses in all of Mexico. When I purchase only one sleeve of balls in the wood-beamed clubhouse, the friendly attendant eyes me skeptically. (I steal two extra from the practice range, as a precaution.)

It becomes immediately clear that I don’t deserve this gorgeous, unforgiving course. I lose my second drive, a long hook that bends into a craggy outcrop. A stray cat wanders across the cart path by the fourth hole, an unsettling omen. I hit irons off the tee and pray they land somewhere playable. Because it’s the slow season, there’s nobody else on the course, a saving grace.

Finally, at the scenic seventh, a par-3 hugging the water, I settle down. The surf bangs into the shoreline below, mist hovering over the green. I take a breath and knock my tee shot high and true. A two-putt par with a deep-blue view? I’ll take it.

I’m psyched that my flight home won’t leave until the following afternoon. In the morning I can sit by the pool, read a novel, and nurse my wounded ego.

Insider Tips 

• Eat: Maria Jimenez Restaurante Mexicano
• Stay: Hotel Grand Fiesta Americana Los Cabos, from $332 per night (all inclusive)
• Do: Surf with High Tide Sea Expeditions
• Fly: Southwest direct to Cabo San Lucas, starting at $168 one-way
• Tip: Ask your hotel to coordinate shuttle service from the airport; it's cheaper than a cab, and you can take an airport beer for the road.