It's great you want to interact with your cockatiel! They are such fun little birds! I don't know of any real games you can play. Bennie and I interact a lot, but it's mostly him flying to and sitting on my head, or perching on my finger while we "talk." He listens or chirps; I talk. Bennie can say some words like "Pretty bird", "Do you like it?" when I give him a treat, or even if he sees me eating something, or he'll say "Good?" in response to food. One thing we do every day is "Where's your friend?" I have a mirror in Bennie's cage. I know not everyone approves of that, but I like Bennie to have a "friend" while I am at work. If he's out of his cage, I'll ask him, "Where's your friend?" and he'll walk over to the clip that holds the mirror and peck at it. Then I get the mirror out so he can chatter to it. He says "Where's your friend? and "Do you see your friend?" too. You could try teaching her the name of a favorite toy and asking her to find it.