You can start off your baby on soft building blocks which pose no danger to younger babies as they have no sharp edges. Soft blocks are easy for baby to hold. They come in various colors and patterns and are traditionally made of cloth.
As your kids grow older, you can introduce them to wooden blocks. Blocks with alphabets and numbers on them are popular and aid in learning. There are lots of options to keep them happily building away once that initial interest has been generated.