Currently my game has an Activity for the splash screen then it starts the main class activity then it starts a menu activity then from the menu there is an activity for each option (only two at the moment), Start and About.
Splash --> Main --> Menu --> (Start, About)
The start then sets a Content View for my game to draw to the screen.
What additional parts to a game should have or require an activity and what parts that I may or may not have don't need to be an Activity.
Activity:
An activity is a single, focused thing that the user can do. Almost all activities interact with the user, so the Activity class takes care of creating a window for you in which you can place your UI with setContentView(View)
Since we know what an Activity is, now I am just looking for places that it would be used in a game?
UPDATE
We have a great explanation of the game architecture in Android. This diagram is awesome!