Sopot is popular for water sports and it has a few equipment rentals if you don't bring your own. The Bay of Gdansk is especially popular among windsurfers and boat sailers (I've selected only 'Boating/Sailing' in the tip theme). For equipment rental try the Sopocki Klub Zeglarski which also does courses for beginners :-)
It was a beautiful October day when I visited Sopot, but it was after all, OCTOBER, so I didn't spend much time on the beach. I did, however, walk out on the sand just so I could stick my finger in the Baltic Sea. The water was cold and the sand was very soft. I imagine in the summertime, this would be an excellent beach. It's very wide, with plenty of room for a lot of people and the soft sand is inviting.