There are PLENTY of things to do with your horse. My horse is just the opposite- she gets bored in the arena and loves the trail as a break. To your question, you are thinking of what are called "trail class" in western shows. In a show, you will be asked to preform basic tasks that your trail horse should be able to do, such as open a mail box or gate, walk over "scary" obstacles, back between two tight hay bales, etc. These are some things you can do with your horse that would be fun. Doesn't mean you have to start showing, it is just what is done in a show class.
You can work with your horse on basic things that he may not know how to do. I've met alot of trail horses who don't collect. (Not saying this is true in your case, just going off what I know/experienced). Does your horse do trot poles? Trot poles aren't just for teaching a horse to jump. They are a great exercise for any horse to do. It helps build muscle and confidence. It is always fun to work on leg yields and side passes if your horse doesn't know them. You can mess around with gymkhana "classes" and set up cones as poles and bend around them (also great to teach lateral movements to your horse). You can also use cones for barrels and start trotting a barrel pattern.
There are also "games" that are typically done on play days in group settings. I'm assuming you don't have anyone to ride with you? If you have a horse-y friend with her own horse, they will be much more fun. I'm not sure how fun they would be alone, but if you have someone to ride with you: egg and spoon races are a blast, as are baton races (how fast can you get to the other side of the arena and put a stick/baton in a bucket before your competition. This one is typically alot more fun in large groups). And red light/green light on horse back is super fun.
You can also start teaching your horse tricks. Doesn't have to be anything elaborate, like rearing on command, but just basic yes, no, hug me, back up with just a slight motion of hand, etc. There are a million web sites out there for teaching trick training. One that I plan on teaching my horse is "bow".
Can your horse "play" soccer? Get a huge yoga ball or other large ball and try making him move it with his feet. He may be afraid at first, so maybe introduce him to it on the ground if he is spooky.
So much to learn and teach!
~He knows when you're happy
~He knows when you're comfortable
~And he always knows when you have carrots.