When shopping at our local "Dollar Tree" dollar store, I found tons of "safari", "explorer", and "adventure" gear for kids. I purchased a "Backyard Travelers" vest, some hats, magnifying glass, butterfly net, binoculars, etc to create a fun day for "K" and I.
Part of playing with your kids, is using your own imagination and actually playing along with them. The gear we had was a fun aspect of our "explorers" game, however it wasn't the focus. You don't need the outfit and tools, pick up a "walking stick", use a backpack, or simply just GO out and play.
As an adult, sometimes, I think I need some structure to my "play time" with my stepson. So, we went on a walk, as we walked I narrated the scene to my step son. Suddenly we were transported to the Sahara desert; neighorhood dogs became Hyenas to avoid, traffic was a stampede of Wildebeests, and we were walking to a lost city. I drew from movies like "Lion King" and documentaries. We took on names like "Indiana Jones" and "Alan Quatermain" we explored our world with new eyes and searched for treasure.
This is something we can play different ways over and over, it opens the imagination up and creates new learning opportunites. Rocks we find, Insects, and plants, are all new things we can learn about.