An activity (Activity Category) simply put is a grouping mechanism for the type of events you offer. For Clubs this is usually a group of Activities such as Personal Training (PT), Cardio / Strength Classes or Inductions. It is not possible to create a Service without an Activity.
To add an Activity navigate to SERVICES > ACTIVITIES and select the "+" button. A form will load as shown below.
Users only really need to enter a TITLE and then select if they want to use the default Schedule Colour scheme or if they want to customise colours so that it is clearly visible on the Schedule.
We recommend that Clubs colour Activity Categories so they can quickly see events on the Schedule. In the screen shot below you can see specific appointments all in different colours - making it easy for Users to scan the Schedule and find the bookings they are looking for.