A typical mistake that foreigners make when they speak Russian is with the phrase "делать спорт" (to do sport). In Russian, a different verb is used with the word "спорт". This verb is "заниматься" (to be busy with). This verb has the postfix -ся which means it's a reflexive verb. See the conjugation of reflexive verbs:

The verb "заниматься" is always used with the instrumental case (see the table with all the cases here):
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• Спорт. Я занимаюсь спортом. - Sport. I do sport.
• Футбол. Вы занимаетесь футболом? - Football. Do you play football?
• Йога. Мы занимаемся йогой. - Yoga. We do yoga.