There is plenty of special outdoor stuff around here.
I'm a bit north of Coffs but have done a bit of exploring down that way. I'd agree with juju's selection, New England nat pk is spectacular, Dorrigo nat Pk same & has some easy day walks through beautiful rainforest and under waterfalls, the Yuraygir Coastal Walk is another that I would recommend (amazing bit of coastline as is most of of the coast between Coffs & Byron, well worth checking out), Cathedral Rock is a great area to do some walks (Love that one juju). If you are willing to drive for a few hours (except east!) you'll find more than enough to keep you busy. I'd also recommend The Border Ranges, Nightcap, Girraween (one of my faves), Bald Rock, Richmond Range to get you started...
I also love to paddle my kayak and theres heaps of coastline, dams & rivers to explore & heaps of good fishing. The only white water that comes to mind (grades 1 to 6) is at Nymboida (try here
for an idea) unless you do what I did last year after a flood and put your sea kayak in one of the local rivers, just watch out for any barbed wire fences that have washed into the torrent
Welcome to paradise