Play is the child's natural medium of self expression and is important in helping them to stay in touch with and manifest their inner reality.
'The archaic and symbolic forms of representation which the child employs in its play are associated with another primitive mechanism. In its play, the child acts instead of speaking. It puts actions, which originally take the place of thoughts, in place of words.'
(Klein, 1932. A very old quote from one of my favourite theorists.)
In therapy, projective play is a very valuable tool, since a child's projections can tell us a lot about their inner reality and sense of self. The child can select toys on which to project their experiences and then use these objects to take on roles and relationships they wish to explore. Often projection is the only way a child will be willing to disclose themselves.
Adults are very welcome to play too.