A Muslim's understanding of fun can't be exactly the same as of a non-muslim, because we can't do many things non-muslims can do for fun. For example, we can't consume alcohol, smoke, hang out with a boyfriend/girlfriend, and I guess there are different opinions about music etc.
On the other hand, having fun is a human need and so Islam must allow some way to have fun. What is the adab of having fun? In other words, what limits exist on having fun?