Purim parties are intended to be fun!
Here are some resources to help you get started.

Purim Games and Activities
See the Bible Belt Balabusta website for hands-on, Jewish projects for kids at https://biblebeltbalabusta.com/holiday-party-carnival-basics/purim-games-activities/
How to make your own gragger:
"Purim Gragger Ideas" by DLTK's Growing Together at http://www.dltk-kids.com/world/jewish/purim/mgragger.htm
"Lego Gragger for Purim" by Bible Belt Balabusta at https://biblebeltbalabusta.com/2012/02/26/lego-gragger-for-purim/
Recipes for Hamantaschen
Hamantaschen is the three-cornered pastry with fruit fillings, designed to remind you of Haman's hat. Try these recipes:
"Hamantaschen," Bon Appetit (February, 2015) at http://www.bonappetit.com/recipe/hamentaschen
"How to Make Actually Good Hamantaschen," Bon Appetit (February 28, 2015) at http://www.bonappetit.com/test-kitchen/how-to/article/how-to-make-hamantaschen
"How to Make Perfect Hamantaschen," by Tori Avey at http://toriavey.com/how-to/2012/03/how-to-make-perfect-hamantaschen/