Atlantic City has a lot of options for food and drink, not much else if your not a gambler. Ocean City and Wildwood are mostly seasonal communities, you can go walk the boardwalks but most shops are closed for winter. Cape May is a beautiful Victorian town, the Washington Street Mall is a nice walk. You could catch a sunset at Sunset Beach, see the remains of the concrete ship, climb the lookout tower or climb the Cape May Point Lighthouse. Cape May Point State Park has some nature trails and a birdwatching platform. If you are into beer or wine there are a bunch of breweries and wineries (a couple distilleries too) in the Atlantic/Cape May county area. Historic Cold Spring Village in Lower Twp has the states only non-profit brewery and the village is cute.
You can cruise down ocean drive through the beach towns. Lucy the Elephant is worth looking at once in your life - the butt-hole window used to be the bathroom. About an hour west of AC you could check out Batsto Village, it’s a historic village frequented by the Jersey Devil. If you have a 4WD there are some trails through the pine barrens, don’t try to take a selfie with a timber rattler snake.