There are lots of walking trails and conservation lands around Lexington, Lincoln, Carlisle, and Concord….some of which probably date back to the time of Thoreau or earlier. Check out Drumlin farms, which is run by the Audubon society, and all of the sites owned by the trustees of the reservation. There are hundreds of them around MA. Anyway, for the average person here the hardest thing about MA is the cost of living and the time it takes to commute but if your family lives in the Hamptons you’re probably not in the cohort who will be struggling to afford a house so I’m sure you’ll love it. Enjoy the e adventure.