Play time with your dog has many benefits: They can burn off excess energy with a good game of chase or fetch. They can avoid boredom with food and nose games. Best of all it's great way for bonding with your dog. Just like children, dogs learn through play.
Kirby has a variety of games he enjoys. He loves to be chased which can burn off a lot of energy when he's stuck indoors due to bad weather. He loves his interactive toys and he loves a good game of "Find the Treat" where I hide several small treats in a room which he then searches out. We have played this so much that he now looks at me to tell him if there are more to be found. He has learned quite a few tricks with clicker training and continues to learn more since he thinks this is a game.
Keep in mind the tone of your voice when playing or training. One thing I have learned is the tone of my voice tells him if we are playing or he must obey immediately. For example, I might say "come here Kirby" in a soft, fun way which lets him know he can but doesn't have to come to me. However, if I say firmly "Kirby, come here" he knows the difference and responds immediately which can become important in a dangerous situation.