Seems like the only requirement is that you find something that just genuinely feels fun and allows you to escape from the worst parts of living. Put another way, do something that occupies your mind in such a way that it blocks out bad stuff for the time in which you are doing it. To me, that’s the purpose of a hobby.
A bad approach appears to be choosing a hobby that you are “good” at relative to others. eff that. Just focus on fun.
Here’s an example…I have maybe, MAYBE, average hand eye coordination at BEST. Probably a bit below average. I really love playing golf with friends, but am probably a double bogey golfer at this point in my life (get on in 3 and 3 putt)…that actually might be my ceiling until I am retired and have more time to play. For some folks that would make the game not-fun, but for me it’s still fun if I am playing with friends.
I also play tons of Civ 5 as I watch TV or listen to music…it’s repetitive but captures my attention/focus and takes my mind off of anything that might be unpleasant in my life.