I don’t understand the physiology behind it, but game design has answer to this.
What divides a fun activity from a boring activity is choice. More choice an activity involves the more fun it is. The more unpredictable those choices are the more fun it is. And the more understandable the result is after you made a choice, the more fun it is.
Now this “more” is capped by the cognitive capacity the person doing the activity. It tends to have cliff effect. Improvements in choice only increase fun when you are still able to comprehend the choices.
This is why as we get older we like activities with more choices. A toy train was thrilling when we where three because what we could do with it was butting up against our limits of comprehension and the results still held a lot of unpredictability to us. But a chess set was kind of boring to us as a three year old because we could not comprehend the rules of the game.
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If I had to hazard a guess, fun in humans was the result of evolution rewarding an expanding cognitive capacity. People who were more attentive to making predictions and studying the results got more mileage from their capacity compared to people who were indifferent or bored by making predictions or learning from them.
And as side note, there appears to be a second kind of “fun” that arises from use of ones body in extreme ways. This is common among all animals. It is why dancing and racing are fun. This arises from the need for animals to practice.
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