Have a game night
Whether you're into board games, card games or video games, they can be a very fun thing to do together...unless one of you is extremely competitive or a poor loser. Some people are very competitive in that they don't see the point of playing a game unless they're going to do whatever it takes to win, and, when the game is over, see no point in having played if they ended up losing.
So if either of you resemble that, try to play games that are less focused on the aspect of winning, or are win/win instead of win/lose. You could play the Un-game; there are several versions available including one specifically for couples, solve crosswords together, put together a puzzle, etc. And if you want to spice things up, all you really have to do is add "strip-" to the front of the game you're playing and you should be set.