The first sentence means you like to leave the home for entertainment. This could be because you enjoy going to social clubs, movies, dinner, biking, swimming.. pretty much anything outside of your house. I have never heard anyone say the second sentence, so I don't think it is an actual expression. Another way to say you "like to go out" is "I like to hit the town" in American English. This phrase is not used to mean doing nature or sports related outdoors stuff like biking, fishing, hiking or football. Hope this helps :)