Sit facing your baby, close enough that your face fills their view.
Hold a light cloth in front of your own face, pause for one second, then lower it and say 'peekaboo!' with a big smile.
Watch their reaction and wait for it to fade before going again. Repeat five or six times, then stop while they are still enjoying it rather than when they tire.
Every disappearance and return rehearses object permanence — the understanding that things continue to exist when they cannot be seen. It is one of the first genuinely abstract ideas a human being works out, and repetition is how it gets built.