Our piano teacher did this with our kids when they first started, but they continue to play this game at home sometimes. One child will play a little note sequence while covering her hand with a book. The other child then finds the notes and tries to mimic the sequence. If he gets it right, then he plays a new tune or sequence for the other to guess. The music sequences can get pretty complicated and long.
Sometimes I hum a note and tell the kids to find notes that “go with it.” The kids then try to find different notes that harmonize with the one I am holding. Other times I tell one of the children to find a note and hold it. Then, I try to sing an arpeggio or simple tune around the note they are holding. We switch and they try to sing around my note.
The same game is played on a drum, taking turns drumming out patterns and trying to duplicate your partner's pattern.