It is not enough for the child to simply observe and listen, but also for it to explore by itself, to touch, to build, to disassemble, try out, smell, etc. This way, the child satisfies its curiosity and the experience itself is encouraging the thinking process and process of reasoning which is the basis for every child. The play is the most important activity for a child in preschool age. It is a statement of the child's interests, wishes and experience; and it is followed by the feeling of joy, excitement and satisfaction. The play has an important role in the child's development; it encourages cognitive, physical, emotional and social development which makes it useful for the whole psychophysical health of the child. A toy is a part of the play. A toy can be anything that a child plays with – from the first blanket it carries along, a stone, a box … all the way to a manufactured toy. Separation anxiety or a state of great anxiety means childrens fear of close persons leaving them. To this period of separation as easy as possible, transitional object will help (dummy, quilt, teddy bear) it provides comfort and sense of serenity, in the phase when parents are separating themselves from the child. The duration of separation anxiety depends on the way in which the parent responds to the child's fear of separation as well as on the personality traits of the child. Regular everyday separation in normal circumstances with healthy children who had mainly positive experiences, usually has no negative consequences on the further psychological development of the child. Due to the separation from the parent, the child must adapt to the new situation, environment and people. The adjustment takes about two weeks, but it can last much longer, even throughout the whole preschool period.