This is why I suggested looking for stuff you enjoy doing no matter how good you are at it (at least at first). If you pick up dancing (just as an example) but feel frustrated because everyone else is a better dancer than you then you will drop out quickly, because it just reinforces your idea of "not being very good at it".
My suggestion is to try a few different things - stressing the non-competitive aspect - and see if there is something you enjoy.
Photography: you can start by just taking a walk with your smartphone, no need to invest any money in fancy equipment, plenty of online courses and advice for the basics, too).
Drawing: again, either self-taught, or try finding a course (drawing is nice because when you get the basics down you can practice a lot on your own, wherever you are and have a bit of time...).
Painting: same as drawing, with the drawbacks that you need more than one pencil/pen, and therefore you will probably not be able to just get away with quick doodles during lunch hour, or at the park or whatever. Will also be more expensive and take space at your home. On the other hand you can nowadays do a lot with a tablet and a high-quality stylus.
Martial arts: try something non-competitive, like Aikido. More in general, there are a lot of choices in what this book describes as "self-cultivating arts": https://www.amazon.com/Japanese-Arts-Self-Cultivation-Robert...
So: try something that does not cost a fortune at the start, because you cannot know in advance if you like it or not (if you love it, you will be able to find a lot of opportunities to spend money on it later ;).
Try avoiding any idea of competition with others: it does not matter if you go to a drawing course and the other students are "better" at it than you. The important thing to focus on is that at the end of each lesson you will be better than you were before the lesson.