The first thing to check is that anything you give to your baby is safe for them to wave around and to put into their mouth without swallowing.
Your baby will hold objects with their whole hand at first, so will curl their fingers around objects that you place in their palm and will use their arm to move objects, so nothing too heavy or unwieldy.
Look for household objects that might interest your baby that are safe for them to hold and mouth. Perhaps a small rubber spatula from the kitchen drawer, or plastic pot with no sharp edges. If you have an older child, open up the toy cupboard and rediscover (and thoroughly clean!) some favourites from their early days.
Your baby is just beginning to learn that their actions can cause something to happen, so toys that do something when your baby moves will support them to link their movements with what happens next. This could simply be a rattle or bells that make a noise when your baby holds them and moves their arm, or could be the toys on their baby gym that move when they hit them with their hand.