Agility is not just the ability to move. It is also the ability to move in relation to a partner, opposing player or a moving target as in racquetball, tennis, or other sports.
Generally, agility is defined in biomechanics as a fast whole body movement that changes the body’s velocity and/or direction in response to someone or something.
Agility and flexibility are sometimes thought of as interchangeable, but they are actually two different components of full fitness.
While a necessary skill in various sports, agility is also a vital component of overall health. As the old Chinese proverb states, if you cannot move, you cannot live.
Improving your agility will increase both your strength and your range of motion, making it a good goal for everyone.
There are exercises specifically designed to improve your agility. Football players have the drill with tires; while basketball players have a drill caused the stutter step. Many martial arts have extending training drills, which will increase agility.
But the best way to increase your agility is to find a pastime that you enjoy and train in the skills that you need for that sport. See what skills you need to improve your game, and practice the drills that will either improve the skills you have or give you a new skill set.