Heavy rope or regular long jump rope
Starting at age 4, children can begin to learn to jump rope. Begin by swinging the rope back and forth slowly while they learn to jump over it; then once they get the hang of things, move on to swinging it overhead. If you don't have another grown-up to help you swing the rope, you can hold one end of the rope and tie the other to the fence, a chair, or the jungle gym in the backyard. There's a wonderful book called "Anna Banana" by Jane Cole that has tons of great jump rope rhymes, both old favorites and ones you may not have heard before.