Actually it is pretty rare and usually redundant to say "the following" before a colon. The fact that you put a colon indicates that something is "following". I think it's usually used just because the writer thinks a sentence is too short and abrupt, and he feels he needs extra words to make it "flow" better. I'm hard pressed to think of a case where "the following" would really be needed to make the meaning of the sentence clear, though maybe I'm just not thinking hard enough to come up with a good example.
Side note: As others have noted, you say "my hobby", singular, but then list three things, which sounds like three hobbies, so it should be "hobbies", plural. Using a singular here could be valid if this is one complex hobby with several parts to it. Like one might say, "My hobby is building bird houses. This hobby includes: selecting the right plans, cutting the wood, nailing it together, painting it, and hanging it from a tree." But I don't think that applies in this case.