Playing with your child is just the hardest thing to do. Because you shouldn't be directing the play and just letting him do what he wants, letting his world unfold naturally while you watch and glean what you can from what he does.
Plus, it's been proven time and again that when they're the ones making the connection, they learn the idea better.
Take for example a remote control car... I sometimes really want to grab the remote control from my son's hand to show him that the car can be made to move forward as well. Or when we're playing with clay, I sometimes want to insist that the molds are there so we can make pretty stuff with the dough. 90% of the time, I resist and let him be. And because I do, the rewards just keep coming and coming.
Because play with them is a serious, serious thing. It's how they make sense of the world... even if we can't make sense of their play.