I would say that you have been involved in the arts.
The arts refers to the general set of fields of which artistic/creative expression is a major part (such as writing, theatre, dance, painting, illustration, architecture, fashion, and many others).
Art, on the other hand, tends to refer to the creations of the artist, whether that is a painting, a play, a book, a sculpture, etc. Merriam-Webster gives the essential meaning of "art" as, in relevant part:
something that is created with imagination and skill and that is beautiful or that expresses important ideas or feelings
works created by artists : paintings, sculptures, etc., that are created to be beautiful or to express important ideas or feelings."
It can also refer to the "methods or skills" used to create such works (e.g., He studied art in college.)
"involved in arts" sounds incorrect to me—I would avoid this phrasing.
Note: I am a native American English speaker, so my answer is largely from that perspective. I have not encountered a difference in this area with British English, but my experience with BrE is limited.