Corfe Castle has an interesting walk along the river underneath the towering ruins as you approach the main entrance. It is a climb to the top but there are tents with activities on for the month of August, and a boat has been made on the site!
It is a National Trust property and became a ruin in the Civil War in 1646 after a Parliamentary siege so there is plenty of history and exercise climbing up to the top to see a splendid view, and watch the steam train below going down to Swanage.
The village has a lovely Church which is worth a visit, and various shops including tea rooms. You can rent some cottages in the village which could be fun, with easy access to Purbeck countryside.