I'm another one here who'll probably never grow up (as I often like to think, "Maturity's overrated!"). Among the childish pleasures I still dabble in (or have only just recently discovered, in some cases) are:
- Stuffed toys - as you may have guessed from my signature pic, I have quite a collection of these, the ones you can see in said picture only some of the ones I own. The two teddy bears originally belonged to a grandmother of mine, who passed away at 83 - I figured that if she wasn't too old to have them at that age, I'm not too old to have them myself now! The little panther cub sitting next to them, meanwhile, was originally going to be a Christmas present for someone. The intended recipient probably would've gotten it too if I hadn't left it lying around where I could see it for several weeks, then given it a name (Kabila, after a Congolese dictator!); the moment I did the latter thing, I knew there was no way it was going to be leaving my possession! Funnily enough, I'll often find myself making up silly little stories about the various members of my menagerie (I really can't help myself), and giving them their own personalities. I'll also start talking about them as if they're real, which has given various friends and acquaintances of mine some cause for consternation over the years!
- Children's books - I've gotten up to Book 5 of the Harry Potter series, and also have an extensive collection of Fighting Fantasy Gamebooks, many of which I've obtained from second-hand bookstores. Just recently, I played one at the end of an otherwise stressful day, and found it an excellent means of escape - I couldn't believe how much just losing myself in the imaginary world in which it was set helped me forget my troubles.
- Video games - 'Nuff said.
- Bratz - Yes, tragically and scarily enough, I've found myself developing a real liking for these (apparently somewhat controversial) dolls over the last few years. I got a couple of Bratz calendars for 2009, and bought one for this year as well. Funnily enough, for this year's calendar, the aforementioned characters are drawn in such a grotesque fashion (with huge heads and equally oversized eyes), I figure they'd probably give most little girls (the intended market) nightmares!
- Children's movies - For quite a few years now, I've had a real fondness for kids' flicks, in large part because I find that all the sex and violence of adult films gets a bit monotonous after a while. Also, now that my school years are well behind me, I no longer feel any need to "prove" myself to my peers by watching only movies filled with the aforementioned sex and violence (is the pressure to conform ever so great as it is during the supposedly carefree years of childhood, and "rebellious" years of adolescence?).
Re the OP, it's a bit rough you were never allowed to play with Lego when you were growing up. Still, as others have already said, there's no reason you shouldn't have fun with it now. I, too, have known a few grown men who enjoy mucking around with it; often, they'll "justify" doing so by using it to make electronic devices (presumably a more "adult" use for it).