You and your dog will have more fun together when you can work out what their favourite games are. There are a number of ways to have fun with your dog - some, like Collies, enjoy being trained and having jobs to do, while others like Spaniels prefer to chase and fetch things for you.
Establish a few rules while playing to ensure your dog doesn't get over-excited and accidentally nip you. Make sure you enforce these, even if you don't want to spoil your dog's fun - they'll soon learn what's not appropriate. Keep play sessions short, varied and rewarding to keep them engaged - and don't forget a few treats along the way!