From experience, don't even get started with those cute killer bird nappies. I used them for years and had NEVER seen my birds take any interest in them but they loved to sleep in them. Then in one night, well I slept, my Suns went crazy on theirs and I almost lost them. I know they must have ingested a lot of fuzzies but that wasn't even the current emergency, I had one bird that had his head trapped in a loop of the material they had chewed and one had a leg stuck. If my birds weren't so calm it would have been a true disaster. This one just ended up being a really scary learning experience that I wouldn't wish on my worst enemy. Don't even get started with them as it is also a hard habit to break in addition to putting your birds' life at risk. All material has been removed from my birds' cages.
As far as toys, I think each bird is different. My Suns' will happily destroy ANYTHING you give them while my GCC is much pickier about toys. She loves to ring her bell and play with millet for a treat. As far as toys, she just kind of looks at them. When she is OUT of her cage everything is a toy, lol. I think she just likes to interact with a human when she plays. Foot toys are super fun, especially for babies. It really helps them learn to use their beaks and feet together and to get over their clumsy stage faster. Look for things around the house too. We use things like hanging toilet paper rolls for them to destroy (I know, real classy). Pop tops (the plastic ones) are always fun for them.
If you are able to, in addition to toys, try to sprinkle in different "activities" for your bird during the day. Feeding time, bath time, nap time, TV time, just like a toddler. It really helps to break up long days for them. They have such busy little minds, it can be time-consuming but it is also very rewarding and will help amplify your relationship with your new bird.