In the default scenery of your FSX you will find a couple of theme parks.

Coney Island, New York City
Fly from KJFK set the course to 260°. The park is located near the coastline.

San Diego.
Fly from KSAN and set the course to 295° and search the park near the coastline.

Walt Disney Park
The biggest park is the Walt Disney Park in Florida. Takeoff from Epcot Center (44FD) and fly north to the Spaceship Earth or to the Cinderella Castle.