It's just a general term for any kind of activity you are doing beyond the A-level curriculum that is related to your proposed area of study.
For history this can just be wider reading and learning, but could also encompass e.g. essay competitions, getting involved in archival/heritage activities locally, etc, among other things. I would expect for most the typical thing would be exploring your subject through wider reading and if you have the opportunity, perhaps look at essay competitions relating to your interests.
But generally anything that demonstrates your interest in your subject area which you are able to critically reflect upon and discuss analytically would be suitable. Bear in mind it's not just a case of listing things in your PS - they want you to show how you have developed your interests through these activities, not just tell them what activities you've done.
It's mainly a term to distinguish from "general" extracurricular activities not related to your subject e.g. random music grades, sporting achievements, etc, if not applying to a course related to those things. They are fine to mention as some other unis will be interested in those, but I wouldn't spend too much time in your PS writing about those.