One of the things that my ferrets liked was digging. I got a big bucket (horse bucket), and bought some sand, and put it in the bucket. They loved to play in it. Also, I bought one of those see-through dryer hoses, and they loved to run in one end, out the other, and back around. Another fun game is to drag a blanket on the floor. They loved to jump on the blanket and go for a ride.
Cautions: do not use clumping litter as they love to 'snow plow' with their face, and may inhale the litter which could plug up their respiratory system. Also, one of my ferrets needed emergency surgery after he ate a piece of a foam ear plug.
Ferrets are just so incredibly entertaining, but also a lot of work compared to cats or dogs. Anyone who said curiosity killed the cat has never met a ferret!!!
They are adorable - have lots of fun with them!