The only interesting thing in Docklands is ice-skating. Fun for an afternoon for the kids (if any).
Close to the city is the Melbourne cemetery up near the Uni. There’s an Elvis monument, a Chinese section and it’s close to the zoo and Royal Park. Lots of foxes in the cemetery and great birdlife. Including gang gangs in the winter. And maybe little parrots as well.
Royal Park is great for kids to run free and maybe picnic if the weather is kind. They’ve done a lot recently to re-vitalise the indigenous vegetation of the area, and it’s well signposted. And huge. You can walk through Royal Park from the zoo to the cemetery but it’s a fairish hike for very small kids. There is a tram from the back entrance of the zoo directly into the city. In the reverse direction, that tram goes out to Footscrazy, which has a fascinating main street with a lot of interesting shops and things. I’m not sure if they’ve finished building the new market yet.