Fun and games.

Ferrets love to play. Hard. When you play with your ferret don't expect to be able to keep up with him! Ferrets have a huge amount of energy and can play for hours!
My ferrets enjoy being chased and chasing in return, with a healthy amount of tussles in between. When ferrets play together it can look quite rough, but remember that if a ferret was in distress he would show it.
Ferrets need human companionship every day, not only for your continued bonding but also for their mental health. There are many games that you can play with your fuzzy, but each individual will have their own preferences of what games they enjoy, just as we have different hobbies.
You can chase them around the house and encourage them to chase you. My ferrets love doing this when I don't initiate it, I guess it's more fun when you know you're being cheeky!
Some ferrets also enjoy playing with cat teasers. You can dangle it in the air in front of them and watch as they leap and twist trying to catch it. It can also be dragged along the ground ahead of them for them to chase.  Be careful with toys such as this as they often contain small parts, such as rattle beads inside and feathers glued to the exterior, which can pose a choking hazard, or cause intestinal blockage if swallowed. Towels can also be used in the same manner.
My boys love a shallow tray of water to drink from and paddle in. Shiro actually enjoys digging in the water, so a towel, or several is always a good thing to have on hand. It's adorable when they are both drinking as sometimes they will half lick, half play bite at each others wet noses.
Plastic or paper bags provide fun hidey holes, they love making the plastic bags rustle and mine in particular get a kick out of pouncing on whoever is in the bag . Never leave your ferret unattended with bags, they could  rip them, try to chew on them or even become trapped and suffocate.
Cardboard boxes of all shapes and sizes are great fun for your ferret. They can climb on them, in them and use them as ferrety forts. Mine use boxes to play hide and seek, it is really fun to watch. You can combine several boxes together and make several entrance/exit holes for even more fun.
Long tunnels or tubes encourage their tunnelling behaviour. Tumble dryer hose is flexible so numerous courses can be invented.
Dig boxes give your pet something to dig other than your pot plants or their litter tray! You can use a plastic storage box or container for substances such as play sand and potting soil or you could use large cardboard boxes for things such as plastic or paper balls.
Whatever games you decide to try with your little friends, have fun!
For more games that you can try visit http://www.faqs.org/faqs/pets/ferret-faq/part3/section-7.html or http://www.all-about-ferrets.com/ferret-games.html The latter is very amusing, I will let you read it for yourselves though!