You don't need any experience it's ok, they have tours for all levels, so you can just choose an activity and then pick a style that is best suited to your level. If you're a beginner, just stick to shorter tours, and something you feel comfortable with. That's what matters most. I'd recommend short horse riding or something like buggy driving. - you'll need a licence for that likes snowmobiling. Snowmobiling is really easy and everyone can do it so I'd not bee too worried about that. You will always have good guides with you and they will assist you if you think you're out of your depth.
I'd recommend beginner glacier hiking, like a short hike at Sólheimajökull or similar, (there are day tours from Reykjavík) where you alway shave guides and never go too far from the safe areas (the tour sare 100% safe, but if you ever feel frightened, they can take you to the parking lot in a jiffy )
I totally recommend shorter riding tours though, mostly because if you're unused to riding your butt might hurt a bit after a long ride, as you're not used ot the bouncing