Baseball is a slow game for young kids (although I loved it when I was young). When my boys were 3-5, I had a fat whiffle bat and just pitched to them. As they got a bit older they had fun fielding grounders and pop ups. They got into baseball through playing in our backyard, and later they got into following MLB.

I really fell in love with baseball due to games on the radio when I was a kid. There was only the Saturday afternoon "game of the week" on NBC, but I could listen to games while I was doing other things. I never wanted to sit and watch games, but I liked listening.