There are a few good reasons why you should teach your Cocker Spaniel to play puppy games:

There are two different types of toys available to your Cocker Spaniel puppy. There's pacifier toys, which are toys he can chew and play with on his own, and interactive toys such as balls, ropes, and Frisbees - the toys he shares with you.
Your puppy should be free to play with his pacifier toys, but keep the interactive toys hidden away from him. The interactive toys are those you use to initiate play.
Never allow your puppy to initiate play - you control when puppy play begins and when it stops; you are the pack-leader!
Always stop play before your puppy becomes bored - leave him wanting more.
Don't allow your Cocker to wander off with the toy when the games are over; he should only be allowed to play with these when you say so - they are your toys!
If your puppy attempts to bite or chew on anything other than his own toys, be sure to take it from him (see the 'Drop It!' command) and immediately replace it with an appropriate toy.
When playing games with your puppy, you need to give instructions using a firm tone of voice to get his attention and co-operation.
A high pitched, excited, squeaky voice will not establish any control - in fact, it will only serve to heighten your puppy's excitement.

Don't over-excite your Cocker during puppy play - an over-excited puppy is not good!
Over-stimulation may be caused by teasing or taunting your puppy with a toy before throwing it to him - for example, dangling the toy above his head, or hiding it behind your back.
Whilst this may seem like fun, a puppy who's taught to play in this way soon becomes over-excited, which can lead to an increase in dominance; encouraging him to become more pushy, boisterous, and ultimately, very difficult to control.
The only time when teasing is allowed is if your puppy is timid and shy. Teasing in this way can help to bring him 'out of his shell' and build his confidence, as well as teaching him how to play and have fun!
Don't allow puppy games that involve tug-of-war with your fingers, hands, or clothing - you need to establish that you are his pack leader and not simply a member of his pack.
Don't chase, or play similar games, with your pup until he's fully trained - find out why here!
Play-fighting is not a good game to play with your dog.
It teaches him that it's okay to jump up and wrestle with humans and encourages mouthing, biting, and chasing.
Play-fighting puppy games can also provoke leadership challenges and encourage dominant behaviours in dogs.
This can be especially dangerous in already confident, dominant dogs.
Don't allow your puppy to demand your attention. If he displays attention-seeking behaviour, ignore him - attention should be given only on your terms.
Your puppy must learn that he is to sit and wait before he's allowed to play games - this discipline will establish control and help to reinforce his obedience training.

You can teach your Cocker Spaniel puppy the rules by using the following commands:
Your puppy will learn that if he follows your rules he'll be rewarded with being allowed to play puppy games with you; if he doesn't follow your rules, he'll soon learn that play will stop.
We've listed a few puppy games for you and have written notes on how best to introduce your puppy to them - believe it or not, it doesn't always come naturally!

We hope you and your puppy enjoy them!
We hope you and your puppy enjoy these puppy games, but before we go, in case you've not yet discovered this for yourselves, dogs love soap bubbles!
Whether they're bubbles spilling over the bath at bath time, or they're blown from the bottles of liquid bubbles you can buy for children - dogs love them!
Try blowing bubbles for your Cocker Spaniel puppy and watch his expression as he chases and 'catches' his first soap bubble.
It's magical!
Photo Credits - In order of viewing:
1. Bigdog3c at Flickr
2. Mr Gus at Flickr.com
3. Bigdog3c at Flickr.com
4. Mr B1138 at Flickr.com