It is a common colloquial expression. "Kicks" means pleasure that is brief and intense. Usually it involves a feeling of risk or doing something "wrong," such as alcohol, drugs, sexual climax, or an adrenaline rush from danger. It may or may not actually be illegal, it may or may not actually be risky, but it feels that way.
It can mean something that's actually illegal--Stephen King's examples are stealing a car, committing arson, molesting children. It can mean an adrenaline rush from taking risky behavior, or something that feels risky--driving a fast car, bungee-jumping, shooting an elephant.
You could say "I used to go hang-gliding, but now I get my kicks by riding the rollercoaster at Cedar Point," or "I get my kicks from amateur theatre," but it is typically used for things that are not quite socially respectable.
The Cole Porter song "I Get a Kick Out Of You" is a good illustration of use:
"I get no kick from champagne,
Mere alcohol doesn't thrill me at all,
So darling, why should it be true
That I get a kick out of you?
"I get no kick from cocaine,
I'm sure that if I took even one sniff
It would bore me terrifIcally too,
But I get a kick out of you!
"I get no kick in a plane,
Flying too high with some guy in the sky
Is my idea of nothing to do--
But I get a kick out of you!"