Are there any fun winter sports activities in Wappinger? Ski lodges? Snowboarding? Ice Rinks?

To my knowledge, Wappinger is 0-for-3 in those activities. For snowboarding or skiing, you need mountains, and Wappinger doesn't have anything like those. As for an ice rink, I'm under the impression there's one in Newburgh on the other side of the river.

To do any skiing of consequence in this area, you'll be going north, either to the Catskiils or the Berkshires/Taconics. There is skiing in between as well, but as far as in Wappinger, I'd be surprised if it existed.