To keep a pet ferret entertained, you can provide them with plenty of toys such as tunnels, balls, and interactive puzzles. You can also create obstacle courses or play games like hide-and-seek with treats to stimulate their curiosity. Additionally, regular out-of-cage playtime and exploration in a ferret-proofed area can help keep them mentally and physically active. Ferrets are social animals, so having a ferret friend can also provide them with companionship and entertainment.