Believe it or not but you can actually surf in Iceland and it is amazing. The black beach in Þorlákshöfn is fabulous for surfing where you enjoy the view while riding the waves.
At www.surf.is you can find everything about surfing in Iceland. They can take you on tours and teach you if you are a beginner. Or if you are a professional you can go with them and have a splendid beach day where they lent you the gear.