Why!?
There is no excuse for being bored in life. I find it downright audacious to claim that you're bored when you can be building/flying a kite, spelunking, free running, learning how to knit, memorizing the geography of the United States, et cetera. There's an entire world out there for you to explore and you're sitting around your house, gurgling "I'm boooooooored" to everyone on your AIM list? Why don't you give me a few years off of your life if you can't find anything to fill the time with?
You know, only boring people get bored.
The first step toward building a tower of cards instead of a deck when it comes to the intricacies of your life -- is to get out and do something! You'll find that the polymaths of the past tended to be a part of many clubs and organizations. They didn't have television to dwindle away their time with, so they either joined or formed associations.
It can be a dance class, it can be a martial arts class, it can be a book club, it can be MENSA, it can be the Knights of Columbus! Obviously you have the internet if you're reading this article. Use google to find an association that works for you and start there. In time, you'll find that you'll want to engage in even more hobbies and activities, whether alone or in groups. You may even want to start your own groups.
In Jewish tradition (and also inherited by Christians of today's society), they tithe 10% of their earnings. A tradition known as ma'aser kesafim. Now, don't get this twisted; I am not telling you "HURRRR TITHE OR U R SINNING". Personally, I don't think tithing is pertinent to salvation, but that's a different story.
However, you can tithe something besides money: your time. Volunteer to help somewhere; a soup kitchen, a clinic, a veteran's shelter, whatever works for you. Most people have this thing about charity where they feel like they're giving and not receiving and, thus, wasting their time. Well, first of all, let me say that if that's your stance on the subject of charity, you should really reevaluate your values. Second of all, you'll find that you leave with much more than you came in with when you actually help get something done and at the end of the day, you can say "I helped make that happen."
Carpenters, for example, take great pride in their work. Or at least, my brother did when he was a carpenter. There was great satisfaction for him in knowing that a monument was erected in the heart of New York due to his own two hands. The same can be said about charity.
Be a part of your community.
Get to know everyone in your neighborhood. Get to know the history of your neighborhood. Build camaraderie with the people on your block and say "hello" and "good morning" to everyone you pass on the street. You'll be surprised at the warm receptions you may receive.
Get to know what's going on in the world from a local level all the way to an international basis. If you earnestly dedicate yourself to more than a few sound bytes a day, you may find an entirely new world opens up for you.
Ideally, you'll want to find a notebook and begin to chronicle everything that you want to do in life. Some people call these books a "Bucket List" (which there's a movie about). From small things like making an origami crane to big things like finding the yeti. Whatever appeals to you. Google "list of hobbies" and see what piques your interest.
Become a part of activities wide and diverse. Be a multi-dimensional individual. What this means is don't be just one kind of person; express interest in all things and don't limit yourself to what seems to bring you out of the box that you've been stationed in. Thinking out of the box first requires you not allow people to put you in a box. Don't allow anyone to tell you something like "You're too good looking to box" or whatever. Who knows? You may find a dream on the horizon you never considered before.
Learn to say "yes" to things that you'd normally decline. For a more thorough explanation on this particular talking point, watch the movie "Yes Man" with Jim Carrey. Obviously, don't follow the example in the movie to a T, but it's a good moral to take in.
And most importantly, start to care. One of the biggest detriments to a person's development is when they don't respect anything. If you don't respect your parents, your family, your friends, society, God, et cetera -- you begin to not value anything. And as a result, you don't value your own time and life. When you care about things, you'll push yourself to do them
All of these things culminate in you ultimately extending your reach to the world around you. Becoming a part of it and allowing you a base point to begin exploring it.
"To put the world in order, we must first put the nation in order; to put the nation in order, we must put the family in order; to put the family in order, we must cultivate our personal life; and to cultivate our personal life, we must first set our hearts right." -- Confucious