Make Mars Mead!
I won't be happy with progress on Mars till you can leave Mass at the Basilica, wander through the towering Maples out front, to the pub across the park, and order a local ale with a farm fresh burger.
Discussion
Heck yeah. Also sailboats.
Well that's a given. Though I should warn you 0.39g will be unkind to sailboat designers. Speed is proportional to torque on the mast which has to be counter-acted by torque created by the offset of the weight force and the buoyant force. This the same hull design would be only able to handle 0.4 the force on Mars.
You would have an easier time getting up on plane though, so maybe catamaran hydrofoils would be the thing.
I think humongous catamarans. Good observation. Also i suspect some sports like wingsuit gliding will be easier. Those cliffs on the edge of Olympus Mons... That's going to be incredible.