Some friends of ours designed The Priest Game to teach kids about the faith. Playing the game is very straight-forward, and you learn a lot about the faith.
The basic idea is that each player has a board with eight numbered pictures on it. You take your spin and then have to find the picture card that matches that picture on your board. The fun part is the back of the cards, so you learn while you play.
The game also includes a DVD of our pastor going through the Mass “in slow motion” as he calls it. He vests for Mass, explaining what each item is, its history and symbolism, how it is worn, and the prayer the priest says to himself while he puts it on. Then he performs a dry Mass (no actual consecration) and explains everything the priest does and all of the prayers the priest says during the Mass.
I’ve played with our almost 6-year old and our 4-year old; they really liked it, although the 4-year old still has trouble remembering the difference between a chasuble and a dalmatic. 
