I'm a little at a loss as to what I can do to better play with my son. He's my first one, bright, energetic and very inquisitive. What are some games that I can play with him? How can I learn to better interact with him?
Sure, there are many great ideas. Playing at this age is about teaching, bonding -- encouraging your child.
Peek-a-boo -- This and all its derivatives are great. They build language and trust. Hide your eyes and pretend you can't see him. Show him how to cover his eyes and pretend you can't see him or that you can see him. It's fun. Hide behind a blanket or a chair. Try not to scare him. I understand that many people scare kids by pretending to be an animal/monster -- but I am not a fan. I think we want our children to fear some things -- but not us. "Where are you?" "There you are behind the chair!" "Here I am! I am under the blanket!" Hide a toy band look together. Keep up a running commentary. "Where is the car? Here is it!" "Did you look over there?" "Where is the blue car?"
Building -- Again any form of building whether its blocks or stacking toys or putting toys into shapes. Make a garage out of books and put the car in and out. Build a tower and see how high it can go. Knock it down. Keep talking. Colours, prepositions, shapes. It doesn't make if he understands. He will the more you repeat the words.
Dance -- Dancing is patterning and rhythm making. These are important for language and coordination. It is also a heck of a lot of fun.
Listen and play music -- Not only can you dance, you can bang and clap and sing along. Kids love our singing and they don't care how good we are as long as we have fun. My students told me to make a CD -- and trust me -- no! There are tons of musical games. LINK Copy each other, musical chairs... "Head and Shoulders, Knees and Toes", "Hokey Pokey".
Exercise -- Make exercise something you model for and do with your son: walk, sit-ups, run, swing, swim, roll, ride a bike/riding toy-- encourage rather than force. Show him you like it. Roll a ball, toss bean bags for corn hole type games.
Pretend games -- Let him be the parent and feed you, put you to bed. (Model good behaviour though.) Toy animals and dolls are fun, too.
Reading and making up stories -- Once upon a time there was a boy named X. He liked to go to the park, just like you. As his language increases let him choose the things or places in the story Let him point to pictures in the books you read.
Play "I Spy" -- All forms of this are great. "Can you find the dog?" "Where are your bricks?" "Can you see something big/round/blue?" It is something you help with, not about the right answers. If he shows you something red instead of blue -- be positive. "This is red. Here is the blue truck."
Count and name everything -- As his language improves and develops, he will be able to do more of this, but it is not too early to start.
Art -- any form of art from colouring to painting to play dough is good. Be careful of him eating it, but it is a great activity. My students loved painting the school/ fence / ground/ playground equipment with water. It was harmless and fun!
Make tidying up part of the fun. Toss the toys into the basket. Race to see if he can put more in the basket than you. Name the items by size/colour/item or shape as they go into the basket.
I'll add a few things to Willow's answer.
Stuffed animal games. These would include counting, sorting (all the kitties, all the bunnies, etc.), and taking turns picking one at a time as a "team."
Use the kiddie carts at the grocery store. Make car noises.
Stickers. Especially scratch and sniff or bubble stickers.
Shopping mall play areas. Toddlers tend to age out around 5. They'll love hide-and-seek under these controlled, easy environments. Larger hide-and-seek games might panic the child depending on the age.
McDonald's play areas. Try to make it into the tubes one time.
Brief nature hikes. Flowers are better than trees at this age, but waterfalls are especially cool, just depends where you live.
Find your nearest children's museum. Get a membership.
Find your nearest zoo. Get a membership. Bring a stroller.
In addition to all the other great ideas I'd add roughhousing.
The Art of Manliness explains why it's so important: http://www.artofmanliness.com/2012/02/07/the-importance-of-roughhousing-with-your-kids/