Toy blocks. Simple uniform, uncoloured wooden toy blocks. I looved them, sicne allways. My fantasy knew no limits, I build a galaxy of worlds with them. And some really malicious, evil, sick-minded execution machines.
Second came chess figures, which I did not use as chess figures exclusively but also as toy soldiers and toy cowbays and toy indians, doing battle with them in the worlds I built with the bricks before. Call it 3-dimensional chess

That way, my first chess set died multiple miserable deaths when I was five and six, and many pawns ended in the before mentioned execution machineries.
I also had a wonderful teddy bear, a really beautiful baby-grizzly. For the softer side in me.