This is a very popular baby game with the dads. Most babies really enjoy this game and it also builds upper body strength. From a social perspective, it also builds trust for the parent.
Rest your baby, tummy down, on your arm with your hand in his chest. It is similar to the football hold you probably know. Use your other hand to secure your baby - support his head and neck if an infant. Gently swing your baby back and forth. As he gets older you can walk around to give him various views in the environment.
Once your baby can fully support his head (3-4 months), you can try a new variation. Lie back-down on your bed. Hold your baby facing you with your hands under his armpits or on his chest. He might instinctively straighten his body in anticipation!