My husband and I sometimes play this simple word game. He is a Finn and he studies Russian. I'm a Russian who studies Finnish. So we play it in Finnish or Russian. The rules are simple. You say a word, the next person says a word starting from the last letter of the first word, and so on.
машина — ананас — сок — кожа — апельсин — норма — авария — яхта
If you are learning Russian, you could play this game with someone. You will have to recall all the Russian words you know and pay attention to how words are spelled, so it's good practice. Russians usually have a rule of using only nouns, but it's up to you how you want to play it. If the word ends with ь (there are no words in Russian language that start with it), then you need to use previous letter.
автомобиль — лай
свекровь — волк
конь — ночь — чай
You can play this game alone, of course, but it's more interesting doing it with someone. You can find partners for it online, for example. When my husband and I are in the train to Russia next time, we'll probably play this game again :).