Glenelg is a 40 min tram ride from Victoria Square (in the city) and is a popular getaway for the locals seeking to unwind in the sand.
Make sure you go out and visit this beautiful suburb of Adelaide... It's on the coast and has some gorgeous shops and great cafes/restaurants... :)
Water park, amusement rides, and interesting stores. I remember purchasing magic green lipstick that turned to pink when placed on skin (remember that I was 7 years old, so this was exciting, hehe).
Go to the beach! Some Australian dogs are very friendly and invite you to play with their ball...:))