I have a lot of hobby, for example, Lies,such as listening to music, DjJing, and dother activities.

"doing activities" is not a hobby. You should specify what kind of activities you mean.

I do not think something during doing my hobby, so I canWhen I do these hobbies I don't think, which allows me to get rid of stress naturally.

However, sometimes I cannot get rid of stress, even when I do mythrough hobbyies.

That's when I go for a drink with my friends.

or "go drinking" especially if you mean to drink a lot

I can enjoy talking with my friends and loaugh many timeing with my friends.

OnceWhen I enjoy the moment, I forget bad memories.

Our life is withfull of stress, so we should figure out how to cope with it.

When I feel stressed out, I always decide to do my favorite things.

sounds better this way

I have a lot of hobby, for example, Lies, examples being listening to music, Djing, and doing activities.

1) "hobbies" instead of "hobby" because you said "a lot", which means it's plural
2) "examples being" when you are listing more than one example sounds nicer sometimes than "for example." This is one of those cases
3) Anytime you are referring to an activity, you have to put -ing at the end of the verb.
Here's more examples:
I like to go swimming, biking, and hiking in the summer.

I do not think someof anything during doing my hobbyies, so I can get rid of stress naturally.

However, sometimes I cannot get rid of stress, even when I do my hobbyies.

If you want to make it sound better (less repetitive), I would say:
However, sometimes I cannot get rid of stress, even when I do things I enjoy.

I can enjoy talking with my friends and loaugh many timesing a lot with them.

Our life is with stressful, so we should cope with it.