When Princess first came home her tiny mouth was limited to small, squeaky plushes for the most part. She did have some wiffle balls and she could grip it just between two holes so she didn't have to fit the whole thing in her mouth. She was so proud of herself carrying around that ball that was about the size of her head.
Her breeder also sent this soft cat toy on a stick, she loved that thing, too.
I didn't play any tugging games until she was older. Her faves now are the "cuz" & mini kong squeakers-they have those at Target, 4 for about $3-$4 I think. Cheaper than the pet stores here.