Hi V.!
Maidu Interpretive Center in Roseville has a nice little walk and museum (small entrance fee), plus a (free) trail outside as well. Effie Yeaw Nature Center in Carmichael is also WONDERFUL and loaded with trails, by the river, too. There's a small parking fee there. Lake Natoma in Orangevale is another; the Fish Hatchery is out there, too and there are trails near it as well -and it's right by the river. Also, any American River trail access (Howe Avenue, Gold River, etc). There's the Nature Preserve out past (or in/near?) Elk Grove, too. We took our son out there when he was about 7 or 8, spend a wonderful day (or 1/2 day) hiking, bird watching, exploring, etc. You might even go for a long walk around and in Land Park, feed the ducks at the pond, while you're there (maybe walk through the zoo as well, or even FTT or Funderland as an additional treat). I'm probably blanking on as many as I could recall, but I hope that helps. I'm not sure which area of Sacramento you're in, so I tried to name some here and there.
Someday, when you're up for an out of town trip and if your son is also an animal lover, you HAVE to go to the Oakland Zoo (if you've never been). It's a hike just walking through it all (set in the hills and it's a large zoo) and the whole area where it is has a lot to offer an outdoorsy family (including the sky tram thingee you can ride over the zoo on --kind of like a ski lift).
Enjoy!!
M. B