Let's analyze the activities:
\[\begin{array}{rl} \bullet & \text{Swimming: An activity done in water.} \\ \bullet & \text{Sailing: An activity done on water (in a boat).} \\ \bullet & \text{Diving: An activity done in water.} \\ \bullet & \text{Driving: An activity related to operating a vehicle on land.} \\ \end{array}\]
Swimming, Sailing, and Diving are all water-related activities or sports. Driving is the only one that is exclusively a land-based activity. Therefore, Driving is the odd one out.