Playing is what kids do. They do it because it is pretty much the most effective mode your brain has for learning. Playing is poking at things to find out what they do; it is to science what agile is to software development. It's also just exploring and messing around... and having fun. The fun is not a side effect or an accident; it's what makes play effective, because the fun is the reward that gets your brain reprogrammed as quickly and effectively as possible.
Play is not necessarily goal-oriented; it is also not necessarily aimless. Play tends to involve the rapid creation and completion of goals, sub-goals, and side projects. The key here is flexibility and responsiveness. Curious as to whether something will work, and just trying it to find out? That might be play.
Playing is absolutely natural and intuitive. We spend a lot of time teaching people to stop playing, be serious, and focus. This is a great way to train them for office jobs, but it doesn't make them learn any faster. If you want kids to learn new skills, let them play with those skills. Oh, wait, did I say kids? Adults, too.