You didn't provide any choices (*note:* which of the following) but I can tell you what would keep you safe if you're being active on a sunny day generally. First of all, even if you're not being active, sunscreen can help prevent harmful UV rays from reaching your skin which could possibly cause skin cancer later in life. It's always good to wear sunscreen outdoors, not just at the beach or pool. The second thing that you can do to stay safe on a sunny day while being active is drink lots of water. You need to drink water to stay alive and hydrated and that applies even more if you're being active on a sunny day. Without any choices provided, this is what I can tell you. Wear sunscreen and drink plenty of water.
If they ask if you want to smoke, simply say no. If they don't respect your decision or try to force you, then call a trusted friend or adult and leave
You should not exercise in the cold because it's really bad for your bones, and you will get dehydrated and pass out if you're exercising in extreme heat.