If you have some spare time you should take the train from Slussen to Saltsjöbaden. There are a lot of beautiful architecture and old houses.
If the weather is good you can rent windsurfing equipment or if you are a beginner you can take a course.
And if you don’t want to go windsurfing you can bath at the beach or from the cliffs at Erstaviksbadet, your choice. It is also a very good place to run. For example, you can take the bus 401 from from Slussen to Hellasgården and then follow the markings “Blue or green” to Solsidan in Saltsjöbaden, about 10 km. Watch out in the beginning so you follow the right marks! Then you take the little train back to Slussen.