Scientists have long known that humans and animals play as a way to develop skills that can help them in the future. While humans may tend towards playtime that involves illegal substances and vomiting on their shoes afterwards, cats tend to play as a way to practice their pouncing and stalking abilities.
While you can buy plenty of cat toys on the market, you can also make plenty of your own toys as well. Put a ping pong ball in a bathtub (without water, of course), and let your kitten bat the ping pong ball around. Since the bathtub keeps the ping pong ball from disappearing under a couch, it provides constant and unpredictable action for your cat.