Activity books are books that combine things like puzzles, coloring pages, word searches, cryptograms for adults, or kid-focused activities like tracing, dot marker, easier coloring pages, scissor skills, and so on.
First, pick a niche and research it thoroughly using the method I covered in the book. Putting together an activity book is a little more time and labor-intensive than just throwing a blank-lined (themed) journal together, so you want to ensure your effort pays off. Nail down that niche first!
Next, get clear on the age of the audience you’re making that book for, as this will help you pick appropriate stuff to go in the book itself (and inform the direction you’ll go with the cover). Is it going to be a unicorn activity book for 5-8 year old girls? That’s going to be a totally different set of activities than a unicorn activity book for adults (if keyword research indicates demand for such a thing, do not go making that book without researching first).
Here is a playlist of videos about different types of activity books. I like Paul Marles for these kinds of tutorials because he doesn’t have coursework he’s trying to upsell you into. For some reason, this makes me trust him more.