EXO's Xiumin revealed he originally wanted to become a bodyguard. 

On the September 25th episode of the KBS 2TV's variety program 'Hong Kim Dong Jeon,' Xiumin appeared as a guest alongside Baekho and model Jung Hyuk.

When Jo Se Ho asked him about when he started training, Xiumin replied he started at 19. Jo Se Ho then asked he seemed to have started training a little late and Xiumin explained he initially was preparing to become a sports major in college. "I wanted to be a bodyguard." He also added he is 4th dan in Tae Kwon Do and 1st rank in Kendo. 

The part where Xiumin talks about his original dream starts at 1:25 mark.