There are tennis courts (a brand new shiny one at Haigen) and another at Wu Hua, ice skating, badminton courts, squash courts, swimming pools, gyms with tons of specialized classes, there's at least one yoga studio, tons of new shopping malls with both Chinese and western brands, there is a local ultimate frisbee team, a local football team, a local rugby team, one of the best golf courses in Asia, tons of bars, tons of cafes, tons of restaurants with tons of variety from Tibetan food to Dai, there are endless cycling and running routes in the mountains surrounding this city, numerous schools that teach mandarin, art studios, poetry nights, open mic nights and live bands, movie nights, a generally great expat community, the list goes on.
MUST: check out all the truly amazing places outside of Kunming in this most diverse province: Dali, Lijiang, the gorge, Shangri la and further north into spectacular mountains, Xishaungbanna, Tengchong, Honghe, Mile, the rice terraces at Yuanyang, and not forgetting Laos and Vietnam which a both a bus ride or short flight away.
Try as much of the diverse food on offer here as you can.
Learn the language.
Keep an open mind and accept that this isn't your hometown, it isn't your native country and things are done differently. The locals are friendly for the most part, more so if you immerse yourself in their culture and smile while you're doing it.
MUSN'T: Listen to jaded foreigners lacking imagination who tell you that there's nothing to do here.
A good place to start might be to join the benefit this weekend for the the victims of the Philippines Typhoon.
Enjoy your time in Kunming.