Video games are the first thing that come to mind, given that most of the audience for RPGs overlaps with video game players. The benefit is often twofold. Players will get exposed to stories and narrative structures that provide useful inspiration to draw or borrow from when making their own stories. On top of that, seeing various mechanics at work in a video game can inform an understanding of how mechanics ought to work at the table.
That being the most obvious answer, there are some others that fit as well:
- Writing, for the obvious reason of having experience crafting a narrative and understanding different elements of the story structure.
- Acting, especially improv, because being able to take on the role of a character and make him real and compelling can be complicated.
- Drawing, although any artistic skills will also find use. If you can create good renderings of characters or events in your game, you will never want for a group to play with. People eat that stuff up.
- History, and the study thereof. This might seem an unusual one, but it's a simple explanation. Sometimes the events of history can make for great inspiration in games, especially when real events are stranger than fiction.
- Cooking, because who doesn't love the person who brings homemade snacks to the table?
Really, the best answer to this is, "Whatever makes you happy." That's rather the point of hobbies, right? Just about any hobby will synergize well with gaming, if only because it lets you bring additional perspective to the table.