I did some reading here and it seems that bikes would've been a little too complex to manufacture prior to industrialization, but it seems strange to me that in the past we don't seem to find people using something like a simple scooter (maybe like a wooden segway with 4 wheels, for example) or skateboard to get around, or at least for leisure.
I can see them maybe not being the most practical if they were flimsy or a bit awkward or if streets were of poor quality, but do we have any record of people trying stuff like that out, or at least thinking about ways to not have to walk everywhere without needing a beast of burden?
You are asking many different questions at once so I am going to focus on the early modern period and start with your first question.
Were there personal vehicles prior to the 19th century/bicycles? And the answer is yes, of course! People were used to walking but it can be nice to avoid doing so when possible. Riding on a horse or other animal directly is easy and common enough, though walking was more common.
Personal vehicles usually involved people, horses or other draft animals to pull them. Litters are wheelless vehicles where a person can be carried by other people. Carriages are luxury passenger vehicles. Unlike most work vehicles, they are driven by a driver from within the vehicle or by riding on your lead horse. Owning your own riding chair (an extremely light two wheeled carriage that the passenger can drive themselves from within the vehicle) is moderately expensive but not uncommon in the 18th century. We also see sleds in areas with snow.
The closest transportation devices similar to what you are describing are things like sledges, skis, and ice skates. These items can help someone get over specialized terrain quicker and more easily, specifically snow/ice. They can of course be recreational activities. Sledges are also good for traversing mud and you see them used in fishing industries into the 20th century so it is still often a work tool/vehicle.
Finally, utilizing waterways is always a fast option, often faster than overland travel. So waterways, including personal water vehicles, have been used globally.
To be frank, the types of devices you’ve described are suitable for modern paved sidewalks and streets. Those are very recent things. When roadways were focused on accommodating animal draft vehicles and pedestrians, they are going to be made and maintained for that purpose. Whether they are paved or not, they are still going to be filled with animal droppings and other detritus that would clog up, break, or trip up the little wheels of the things you’ve described. Prior to the 19th century vehicles wheels were largely wooden and would need to be big enough to go over any obstacle and not get stuck or blocked. Even wheelbarrows had large wheels to help them move through the streets or over grass or dirt. The bigger the wheel would have to be, the less practical for a small personal device like you’ve described.
Which is why even though roller skates where actually first conceptualized, made, and patented in the 18th century. (Used indoors of course.) They didn’t find commercial success until the 19th century. The design needed to improve to give better steering and breaking but there also needed to be enough interest to warrant indoor roller rinks to be built. You see the same thing happening with roller bearings for vehicle wheels and axles. A design is conceptualized in the 18th century but they are not compatible with 18th century vehicles and driving styles so they don’t become integrated until vehicles (and the ways they are driven) change to accommodate them in the 19th century.