A good activity for a newborn baby is simply to swaddle your child in a blanket and snuggle! My children enjoyed being swaddled up tightly the first few months. Sometimes we just snuggled and rocked. Sometimes we danced gently to music!
Babies need to be cuddled and loved. Swaddling helps a baby feel secure. Wrapping your baby up can also help your child sleep more peacefully as they will not startle themselves awake. But, if you choose to swaddle, it's best to start during the first few weeks of your baby's life.
For the first couple months, we would swaddle their whole body. After 2 months, we would leave their arms free so they could explore. We always used a swaddle blanket. But you can easily swaddle with a receiving blanket. See this helpful video for instructions: