We had flown more than 12 hours to sit in a Danish conference room - to play Lego.

As a man named Bo counted down the seconds, other journalists and I from Asia tore open plastic bags containing a few yellow and red bricks, giggling as we assembled them into ducks.

"Okay, stop," said Bo.

We held up our ducks. Mine had a red bill, a red flat slab for feet and a yellow block for a tail. Bo's duck had two outstretched red wings that could waggle. Someone else had a duckling with an upside-down brick on its head as a tuft of feathers. No two ducks were the same.

For over an hour, Mr Bo Stjerne Thomsen, director of The Lego Foundation - which partners institutions such as the Massachusetts Institute of Technology and University of Cambridge to research learning through play - showed us how to stretch our minds, senses and creativity with nothing more than humble playing bricks.

He asked us to take turns throwing each of our six colourful Duplo bricks into a basket, thinking up a different method to do so each time. I threw one straight, tossed another over my head, used my elbow to catapult another, drop-kicked the fourth, punched the fifth, and spun around three times before chucking the last one in.

As we each invented new ways to throw a brick, the rest of us laughed and applauded the far-out and dexterous attempts.

The idea, Bo told us, was to expand our cognitive, physical, social and emotional skills, among others, but in a way that did not feel like "formal" education.

He showed us statistics and findings to support the importance of play, such as how it could increase IQ and future earnings. But, really, we didn't need further proof than the fact that we - way past childhood - were having a blast and testing ourselves in subtle, new ways.

I was in Billund, Denmark, home of Lego's founders and still its global headquarters, to report on a new theme-park ride at Legoland. I couldn't help but wish my children were with me. The session with Bo reminded me how playing with one's kids was one of the most important things you can do as a parent.

When my elder son, Julian, was a toddler, we spent many afternoons doing things like making volcanoes out of clay, baking soda and vinegar; excavating crystals from sandy kits; and stringing together solar system mobiles from cardboard.

We baked cookies together, giving me a chance to introduce him to ingredients and how to measure them on the digital kitchen scale.

And there were days when I simply sat dreamily next to him, as he pushed his toy trains up and down their tracks, listening to his elaborate stories involving the engines and the railway controllers.

After his brother Lucien arrived, we moved on to bigger-boy activities, often involving board games or role-playing games.

We played Dungeons & Dragons, improving six-year-old Lucien's math skills, as he figured out how to subtract hit points from his dwarf fighter's health. When we played Magic: The Gathering, a fantasy card game, Lucien was motivated to read aloud the text on each card he drew from his deck to figure out its properties, thus expanding his vocabulary.

And when we played Close Counts, he absorbed all kinds of trivia by having to estimate, say, the biggest number of puppies in a single litter (answer: 24), and the longest bout of hiccups (68 years), but also learning that one thousand is too big when it comes to estimating the number of countries in the world, but not big enough for estimating annual potato exports in tonnes.

We played Pandemic, a team game where we raced around the board trying to eradicate diseases, learning about geography in the process, as we pored over the map trying to figure out which city is most strategic for building a research centre, and how to efficiently transport ourselves and other players to outbreak areas.

Then there were the games the kids invented themselves: taking inventory of everything we had in our fridge and listing them in a menu, which hopefully was an indicator of future planning and managing skills; building tall structures out of country erasers, which was a feat of engineering.

With each game we played, I noticed the boys becoming quicker at grasping rules and connections, and more confident in making snap decisions.

In these gadget-filled, digitally-entertained days, opportunities for being fully engaged and struggling to complete an actual, physical task seem to be diminishing for kids. Yet, in many academic results-oriented societies, perhaps science's establishment of the link between play and effective pedagogy might finally convince parents to wake up to the need for childhood fun.

While my sons have their share of screen time (including time spent on homework posted online, and research for projects), I try to give them enough unstructured offline playtime.

During the one-week September school holidays just past, I left them mostly to their own (not-literal) devices, so they could fiddle with Rubik's Cubes, read joke books to each other, and kick a ball around. One afternoon, we ended up in Sembawang Park.

There, the boys rolled down grassy knolls like madmen, and merrily waded into the sea with their shorts rolled up, and tried to out-jump the gentle waves. It was glorious, being outdoors and watching my young men test the limits of nature and themselves.

In Billund, I asked Bo for tips on how to play better with my children. He advised a mix of guided/structured and unstructured tasks: for instance, he would follow the instruction manuals to build Lego sets with his kids, but would also devote a few hours a week to taking them apart and letting them build anything they wanted from the same pieces. Or they would combine sets, using pieces from one themed line to build stuff for another line.

Critics may scoff that this is simply another marketing ploy to sell more Lego sets, but Bo's tactic can easily be adopted using any toy: integrate your Playmobil figures with your Barbies; combine your Monopoly sets with your Risk or Cluedo to make up an entirely new game. Or use your cookery set as a chemistry lab. The crazier the mash-up, the better.

This is something kids themselves naturally do, I suspect. Adults simply need to check any disapproving impulse and let them get on with it, or nudge them a little.

What if kids get stuck and frustrated when they play, I asked Bo.

Talk to the children about why they find something difficult, he suggested. Do not jump in to solve things for them.

"It's okay to struggle," he added. He shrugged. It's okay to fail.

Indeed. Sometimes, for no better reason than itself, the play's the thing.

•Clara Chow is a writer and the co-founder of art and literary journal WeAreAWebsite.com.