Trying to play with my pet...but with all my pets, they find it boring, therefore they aren't 'playing' .. if you make them play with it enough times will the message go?

Are they already very happy? They usually find everything boring if their happiness is already maxed out :(

no, you have to get the happiness level to decrease in order for them to play with the toy. if the pet has a minion, remove it. minions keep pets at max. happiness.