You don’t have to share all of the same hobbies, but it is important to share most of them considering that our hobbies consume much of what little free time we enjoy. Run races. Play golf. Watch movies. Play music together. My husband insists on running the weekend errands with me instead of splitting up to get them done in twice the time. (I brag about this all the time, even though he first made this declaration 22 years ago!)
Whatever interests you share, engage in those things together. And if you don’t share them, then one of you must change your interest. My husband took up golf; I had no interest. But he was spending six hours every week out on a golf course somewhere so I took it up too.
I developed an interest, if not in the sport itself, at least in the nature I enjoyed while out on the course, and, more importantly, in the talking we did while we were out there.