If you are at Thurnham you could go to Glasson Dock for a stroll around and a bite to eat in the cafe or the pub there. Not much in the way of shops but a nice little village.
If you want shops, you could go to Freeport shopping village at Fleetwood, or why not try Lancaster City Centre, it's full of shops, cafe's and pubs and you could go for a stroll round the Castle. If you don't want to drive into Lancaster, the bus stops at the gate of Thurnham Hall and will take you directly into the City Centre, or a taxi will set you back about £15 each way. If you want to eat in the City I can recommend the Water Witch pub on the canal side next to the hospital. They serve very good food, wine and ales.
Last but not least, and only for the brave there is Morecambe! Not much to do there in Winter but they have a decent market there on a Sunday if that's the sort of thing that floats your boat.
On your journey up to Windermere you could go via Newby Bridge and call in a Grange over Sands for a while and have a walk and a bite to eat there.
If you have any specific questions, please ask away, and enjoy your trip.