how come most things that I find fun are always looked upon by others as dangerous or otherwise sinful?
Dangerous and sinful are two separate things. It’s natural for those concerned with your well-being to not want you to engage in dangerous behavior. They don’t want you to get hurt.
Sin, however, is a purely religious notion, and as no religion has been able to prove that it is the One True Religion, what constitutes a sin is essentially personal opinion. Religion and religious teachings are largely hereditary, being taught to young children at an age before they are able to think critically for themselves. So a person may consider an activity sinful for no reason other than that’s what they were raised to believe.
If your idea of having fun involves danger, please be careful. Bad consequences can give you grief the rest of your life (assuming the bad consequence wasn’t getting yourself killed!). If however the activity is merely sinful, then I wouldn’t worry too much about that.