Set up for this activity is really easy. You fill a small bag (think leftover gift bag, brown paper lunch bag, pillow case, anything you have handy) with miscellaneous items from around the house. Aim for a variety of shapes and textures, and try to include things from multiple rooms of the house.
Have your child reach into the bag without looking and choose an item. They have to feel the item and try to guess what it is before pulling it out to see if they're right. My kids loved this, and it was a great way to keep them busy while nursing a baby. You can change out the items as many times as you want and keep this game interesting for days and days!
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