Play on your dog's terms. Let your dog tell you the name of his favorite game.
Once you've found out what kinds of toys your dog likes, it's time to learn to play together. You might have to practice a bit before finding the rules you both agree on. Follow your dog's reactions and respond to them.
You can find some tips for a game by watching your dog play with other dogs: If your dog likes to play rough, he wants to get a good tug-of-war out of you, otherwise he will think that playing with you is boring. If, on the other hand, your dog is more reserved, he won't enjoy playing with you if you pull the toy too hard.
Have fun practicing - enjoy every moment with your best friend!