I know that to an SP the word "Fun" INFJ (Introverted Intuitive Feeling Judging) don't seem to fit, but we all have fun. We simply enjoy different things. What we enjoy very much relates to our personality.
An SP (Sensing Perceptive) is an action sort of person. They like to experience the world through their senses and without restraints. From rock climbing to rock concerts, they enjoy the world around them, and the more action, noise, and laser lights the better.
I am a very sensitive INFJ. To me, the action fun of an SP is torture. One I went to a college football game in a large stadium. I sat there turning more and more pale as the SPs stomped and yelled. After several minutes, I fled clutching both my head and my stomach. Once home, I collapsed onto my couch and, immersed in healing silence, I tried to recover.
If the fast movement and vibrating speakers that excite the SP send me running, the other way, what is "fun" to me? What does a creative intellectual who also likes accomplishment do for "fun"? Just like everyone else, doing what comes easily for me is "fun".
I like things which give mental challenge; that require me to use my creativity to solve problems. Many board games require a great deal of creative problem solving, especially those where you role play settlers or someone else. Puzzles are also "fun". Solving mysteries, working out problems, learning something new, going to a new place, reading or watching Fantasy and Science Fiction, writing, pondering the scriptures and ideas, research, learning new things, new cultures, museums, concerts, decorating, and designing are all things which allow me to use my creative intuitive abilities and are "fun".