D.W.
The best things for a child that age are activity mats, mobiles in their crib, rings for them to try to grab (though it's going to be a few more months before he really gets it), and most importantly, you.
Just sitting interacting with him, talking to him, singing to him, letting him look into your face and mimic expressions are great ways to interact.
Your pediatrician should have given you a copy of "Your Baby's First Year" - it is free from the American Academy of Pediatrics. I'd highly recommend reading it so you know what the developmental milestones are.
He won't be ready for the Exersaucer until about 6 months. But, the bouncy seat, swing should both be good now. We had our kids in the Bumbo for short periods (5 minutes or less) at that age.
They are still mostly about instinct at this point in time. Your closeness, voice, smell will all be critical for a few more months.