Hi! Professional marine biologist and aquarist here- fish absolutely play, and not only that, can be trained.
I accidentally trained a fish once through playing.
The small-time aquarium I worked at about 4 years ago had a decent sized female Sheephead. Sheephead are bright red with the males sporting a black head, and get big. I’m talking almost 1m long at full maturity (and may or may not transition from female to male depending on the number of males present). Point is, even though not fully matured, this Sheephead was a bit of a heavyweight in her kelp forest tank with a length of about 1ft making her the resident Biggest Dog In The Yard. And she absolutely knew it. She would bully her tankmates if she wanted to steal their food.
The thing about this Sheephead- let’s call her Red- is that she had one heck of a ‘tude. Red was known to splash aquarists whenever they fed the tank, and at almost a foot long with a wide tail, her splashes had quite a bit of heft and would soak you from the torso down. We were advised to bring a towel or two to protect ourselves from most of the drenching. When it was my go-around to feed Red’s tank, I was fairly new to the little facility, but I had been warned in advance of Red’s penchant for food thievery. I noticed she would follow my hand movements, so I slowly moved to drop her food in a far corner, and fed her tankmates directly from my hands or by tong if they were too deep. I always made sure Red had plenty to eat, but I didn’t want her to associate the food with bad behavior, so I treated her to a bit extra food whenever she didn’t steal food. One day, she made a beeline to the surface so fast that she did a small jump, her entire head breaching the water. She wasn’t bothering her tankmates or doing anything remotely dangerous- and full disclosure, it was cute seeing a fish jump for joy- so I laughed and gave her another piece of food.
Naturally, positive reinforcement led to her connecting the dots that jumping at the surface, even the tiny jumps she was doing, meant she got more food.
This started to become an everyday occurrence, whenever I was assigned to feed Red’s tank. She would jump, just enough for her head to pop out, then she’d wait patiently for me to give her the treat she CLEARLY earned. It even got to the point that she’d open her mouth and I’d drop the food right into those massive jaws- this was preferable to her Kenghis Khan-ing her way through a shower of chopped squid like the Tasmanian Devil, as there was less risk of her accidentally (or purposefully) biting a tankmate that got too close. Red became a polite eater for the first time.
It wasn’t until I noticed she followed me around outside of feeding time that I realized Red was playing with me.
I never got splashed by Red even once. My coworkers, however, received quite the dunking whenever it was their turn to feed the kelp tank.