Located 20 minutes east of the lake is the Canal Trail in Roanoke Rapids. The trail is 7 miles long and a nice walking or riding path. If you don't have your bike you can pick up a loaner at the canal museum or Riverside Mills in Weldon. We like to park at the museum and ride west to the day use area then back for a quick 3 mile ride. There are a few spots east of the museum near the I95 underpass that are a little tough on a single speed or hybrid bike, but a mountain bike has no issues.
The canal museum is located here: https://goo.gl/maps/RFvReZUYitnhEqbJ6