Afton State Park is fantastic for hiking and outdoor activities. Website
Afton State Park has some of the best and most challenging hiking trails around the twin cities area. They have wooded areas, prairie areas, riverside, and some paved.
The park is huge. It will take you more than one day to walk the entire park. Granted most people do not take advantage of the long trails away from the riverside trail, but for those of you adventurous enough to explore these trails have a lot to offer.
You will need a pass to get into the park. If you plan on going more than a couple of times to any state parks in Minnesota get the yearly pass.
At the entrance there is a ton of parking. There are picnic tables and open areas that you can put down a blanket and enjoy the day. 
I have seen weddings held at this park, or at least the pictures. The background is beautiful. If you adventure down the steps (there is a handicap trail too I think) you can see a bridge and past that leads to the riverside eating area.
A little bit further you can walk the trail that runs along the river. To the right (north) the trail ends eventually. To the right (south) the trail eventually goes up a very large hill and circles back around to the main area. Most people just turn around at the bottom of the hill, but if you can walk up it the sights are nice.
The hill that leads up to the backpack camping is a brutal. At the top past the camping area is a little building and some old farm equipment.
If you head past that there is a single person trail through a heavily wooded area. It is a bit precarious when the leaves have fallen. it makes the downhill walk slick and hides rocks on the trail. This leads back to the picnic area near the river.
The trails in the Northwest section can be rather intense. Both in difficulty and distance. Although Prairie Loop trail is really easy and a little boring the trails off of it are the ones to watch out for and take the time to hike. The northern portion of prairie loop that is just hiking is really fun. It gets down to single person trails in this area. I would say it is good hiking without being too intense.
Trout Brook Loop is a beast. There are parts of it where they put in steps. This might be my favorite hiking area in all of Afton State Park and the most likely to kill me. The climb/walk up is intense. The big hill down seems like it will go on forever. When you get out you can stop and rest at the picnic table and stare at the last hill you will need to climb to get back. Challenging, but rewarding in my book.
There are some simple trails in the southern area. You can avoid walking up the giant hill at the end of the river trail by approaching it from this direction. 
You will walk down instead of up and there is a bench at the bottom as your reward. Then you can walk along the river trail and the only difficult part is the end with the steps to get back to the main area, but you can walk up some, rest and walk up the remaining ones.
Deer Valley Loop in the southwest part of the park is a real hiking trail. It is a lot of single file hiking, but there are a lot of neat things to see in that area. I suggest making sure you can handle this one before you try your hand at Trout Brook Loop. On separate days of course.
Not sure how you take the tractor ride, but I did see some people on one when we finally made it out of Deer Valley Loop.
The park also offers camping, cabins, and yurts to stay in so that you can get the full experience. It is also nice to be able to just get up and go hiking.
In the winter there is snow shoe trails. There are also horse trails for you equestrians. Did I mention the birds. Plenty of wildlife to see here. Pretty blue birds and the occasional deer. Afton State Park is definitely a place to check out if you want to experience the outdoors.
