Our first week of lessons in Math all came from Math Play!, a book I happened to have on hand. In general, I'd say these were a bit too easy for First Son. He'd already mastered all the skills. First Daughter, however, has enjoyed them quite a lot. One of the nice things about the book is that many of the activities use only household items, so there's no need to run to the store for teddy bear counters or something.
On the first day, we investigated measuring liquids. First Son knew we could pour the water into the bigger cup, but not the smaller one, but he didn't mind spilling.
In fact, it quickly changed to a fun game of filling the measuring cup at the sink and filling the tub as much as I would allow. They played in the water off and on all day, which was fine with me (for the most part).
Second Daughter had her own measuring cups for entertainment.
She decided to study science instead, though: gravity. It never fails to fascinate the toddler crowd.