This is a Montessori exercise that I use occasionally with the boys. You put objects that the children would be able to name into a bag (I think it is supposed to be a drawstring bag, but I don't have one). The first time you play, you would sit down with the child, and show them how by doing it first yourself, however, my boys are familiar with mystery bag, so we skip this stage.
Sit down with them and have them look away, or you can put on blindfolds if they think it is fun (and not scary), then you let them put their hand into the bag, select an item, and by using their sense of touch, identify the object. It helps to develop tactile/sensorimotor abilities and happens to be fun too.