This isn't a hobby exactly, but I do get a great buzz out of learning new things. I hated school - having to sit still most of the day and the same routine week after week with nothing but essays and marks to show for it.
I've never stuck with any academic courses I've tried for the same reasons. But give me a short course or some techniques or information I can put into practice straight away and I'll go for it - as long as it's something I'm interested in obviously.
For the past couple of years I've been learning a lot of art and photography related things online. And something I found a while ago encouraged me even more - and it's the TED talk below. It doesn't take as long as you might think to get pretty good at something. And for someone like me who tends to get impatient if I can't get decent results quickly, this helped me gather enough patience to get through the first bit of learning.
It's about accepting you'll make mistakes because you're trying something new, while practising what you've learned. Once you do this, you'll be surprised at how quickly you improve.
Putting my learning into practice gives me a huge feel good factor because I enjoy what I'm doing, I enjoy getting better at it and when I'm focussed on doing something I enjoy I'm not thinking or worrying about anything else. You could say it's like meditating but through an activity.
This 20 minute talk is entertaining too - I encourage you to take a look. And watch till the end - it's worth it!