Things that have been big hits on our house:
Egg cartons (not the styrofoam ones--the cardboard!) -- they like to feel them and wave them around and can't hurt themselves.
The blanket train -- putting the babies on a blanket and slowly pulling them around the apartment. We make choo choo noises and talk about what they can see.
A mylar balloon -- this one requires close supervision, but is perfectly safe if you are there watching. They like the motion of the balloon but also the sounds of the foil. It cracked my baby A up when I shook it around. It's the only time she laughed that hard.
A water pan -- during tummy time, put a cookie sheet in front of them with a thin layer of water for splashing.
A light projector -- you can find really cheap ones on Amazon that move around and change colors
Books and music as others have said
There are also two products I wanted to get on Amazon that I never did but I think could have helped. One is a floor keyboard you can put at their feet while they're on their backs so their heel kicks can play notes. The other is a $20 tummy time ocean mat so they can squish it around during tummy time!
Noisy socks -- if you can, sew some ribbons and bells on to the end of a pair of socks and put them on. It helps them discover and explore their limbs!
Kitchen tours -- if you can wear one and carry the other on your hip or some other way, it's fun to tour them around the kitchen, open the refrigerator, clink some bottles around, turn the water and the lights on and off, run the microwave for 5 minutes, etc... and talk to them about what you're doing.
Overall, I find it really difficult to keep them entertained all day and not feel like they were constantly bored. But I think that's a normal feeling! Everything is new and interesting to them. If it really concerns you, you can have a set group of activities you do one day, and the next day a different set and just rotate back and forth. But truly, I felt like you did for a solid 2 months. Once they can hold their heads up consistently and roll around, things really start changing! Then you can do dyed yogurt finger painting on their floor, explore more toys, etc...
EDIT: formatting