You can go to NSP,Krishna Nagar ,Kingdoms of Dream( now closed) or water parks but check before going
Waste to wonder,kingdom of dreams
Sundar nursery or waste of wonder
You could have a walk around Connaught place or Dlf cyber cub or NSP. Else you could visit Waste to wonder btw 11am-11 pm or Sundar Nursery in Nizamuddin .