What one thing have you always wanted to try, but haven't had the chance yet?
Note the "try." The idea is something that involves some risk or experimentation or extertion or skill acquisition or possibility of failure, as opposed to just something you'd like to do someday.
So, "climb Mt. Kilimanjaro" or "eat fugu" or "bungee jump off the Kawarau Bridge" more than "go on safari" or "buy a flat in Tokyo" or "see Hobbiton."