So not a particularly Costa Rican activity, but when I visited Playa Herradura, I got a chance to try out FlyBoarding.
The method of FlyBoarding is pretty simple. A large hose simply funnels exhaust water into a board. The water then pushes the rider above the water as much as 20 feet, and the rider has to balance, like on a snowboard on a spinning top.
Photos by David Cohen, my father.