Adventure therapy is an actively engaged client experience to improve mental health. MyTime Recovery believes that learning how to enjoy life sober is a hands on process and is critical to long term sobriety. The practice is flexible in that it can occur indoors or outdoors and in rural or urban settings. By using experiences that are active and changing, adventure therapy mirrors real-life instances that occur outside the therapy session. Individuals learn coping strategies, and interpersonal skills that they can then apply to their lives outside of treatment.n the client is directly involved in the process. The basic premise, according to the Association for Experiential Education, is that a person can learn more effectively when all senses are engaged in the learning process and when the client is directly involved in the process.