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By physical activities I mean any kind of task, work, sport, you have to use your body.

Not always have the time to do some task or even the possibility (need some equipment, not great situation). I try to imagine myself doing what I intend to practice. Example: some katas (karate movements), sign language, arts&crafts. Is like I imagine how will it be so when I can do it, I can do it better.

Do I need to practce the real movements to improve or by thinking I have enough?

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    $\begingroup$ Very nice question! If thinking is "enough" may indeed be opinion based, but imagining movements indeed shows similar patterns in the brain as actually performing the movement, and I bet there have been behavioral studies to the efficacy of learning by imagining. I have no references right now to back this up, but it is definitely out there ;) $\endgroup$ – Robin Kramer Oct 17 '16 at 10:43
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    $\begingroup$ It is easy to believe, mental-practice could help improve muscle-memory and accuracy of sportsperson, instrument players, shooters, sculptors, typists and experimental-workers. But what is surprising, too-many sources (blogs and papers) in web is telling that mental practice sole have some role in enhance muscle development and strength! .Blog, paper (pdf ) $\endgroup$ – Always Confused Oct 22 '16 at 3:54
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My general understanding is that thinking about executing the motor tasks in your mind can improve skill. It's not as good as actually practicing the task. I'm not sure exactly how conclusive the literature is on what moderates the effectiveness of mental practice. However, presumably, the nature of the task, the nature of the mental activities performed, your current skill level, and so on, should be relevant.

Perhaps check out Driskell et al (1994) for a review and a meta-analysis. It has a more nuanced treatment. Specifically, they define the relevant act as "mental practice":

Mental practice is the symbolic, covert, mental rehearsal of a task in the absence of actual, overt, physical rehearsal.

So, it's not just any kind of thinking.

References

Pascual-Leone, A., Nguyet, D., Cohen, L. G., Brasil-Neto, J. P., Cammarota, A., & Hallett, M. (1995). Modulation of muscle responses evoked by transcranial magnetic stimulation during the acquisition of new fine motor skills. Journal of neurophysiology, 74(3), 1037-1045. https://www.researchgate.net/profile/Aidan_Moran/publication/228118007_Does_Mental_Practice_Enhance_Performance/links/00b49527e74ea53a69000000.pdf

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Yes. In one famous experiment,a college basketball team was divided into three groups.

Group 1 was supposed to show up to practice shooting baskets for a week on a daily basis.

Group 2 was asked to "think about" practicing shooting baskets during the alloted time, without showing up.

Group 3 was asked to "forget about" basketball for the week.

After the one week period, Group 3 showed no improvement in shooting baskets.

Group 1 improved meaningfully.

Group 2 improved almost as much as group 1, and way more than group 3.

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