Rocky says "ma ma" when he is desperate. We were gone for six nights for a vacation and then soon after, DH had surgery and I was gone for a night with him at the hospital. Rocky sat on the bed and said "Ma Ma (in a mournful way) when I got home the next morning.
Rocky also fetches. If you throw a Q tip he will fetch it so you'll throw it again. He expects you to play the game on his terms though.
Daisy our younger cat will play with any little thing. She will also take earrings, rings and jewelry from my container in the bathroom so we keep that door shut now.
You'll find your play routine soon enough. I'm glad your new kitty is settling in.