What hobbies go well with RPGs?
Anything that exposes you to ideas. I feel a little bad encouraging watching TV and playing video games over hobbies that involve craftsmanship, but craft hobbies don’t teach you ideas as much as they teach you very specific methods for expressing those ideas. Learning to paint minis will give you great minis to game with. Learning to follow and build stories will give you several campaigns’ worth of characters and plots you can use with pretty much any minis you want. From an investment/return perspective, I don’t see how there’s any comparison.
The trick is to do it actively instead of passively. Don’t just watch television; figure out how a show manages its emotional content based on how far it is into its season. Don’t just play video games; notice what kind of enemies they use and how they contribute to the rhythm of the game and the overall theme. Don’t just read books; focus on how authors introduce and build characters. When you understand how somebody puts something together, you also understand how to take it apart and do what you want with the pieces.