Our son did swimming and T-ball at 3 at YMCA.

Gradually he got used to this kind of activities. At 4, our community offered baseball, soccer each spring. He went to these once or twice a week. My experience is that you need to be tough, no matter what the weather is, no matter how much he cries, just throw him there. And praise him whenever he did a good thing. It is tough on parents as well, but after that period your effort will get payed back.

Your city recreation should have lots of the activities all year long.