If this is your first tryst with water sports then there isn't a better place than Sri Lanka to start. Giving you the opportunity to snorkel, surf and go dolphin watching, there is nothing that Sri Lanka doesn't offer for both amateurs and pros. The best part is that you can choose any beach town in the country and you’ll be surprised by the range of activities available. Contributing to Sri Lanka tourism, all activities are reasonably priced and don't eat into your budget. Here are a few suggestions:
Deep-sea fishing at Hikkaduwa
Sailing in Bruwela and Bentota.
Whale and Dolphin watching in Mirissa
Catamaran excursion in Trincomalee
Windsurfing at Bologoda Lake To read about them more, you can go here: https://www.tripoto.com/sri-lanka