"Children use their senses, their minds and their bodies to find out about and make sense of what they see, feel and experience in the world around them. They gather information and develop new skills, including thinking skills. They form ideas and theories and test these out. They refine their ideas through exploring their environment actively and through interacting and communicating with adults and with other children. Much of this happens through play and other experiences that allow children to be creative, to take risks, and to make discoveries. As they learn, they retest their theories adjusting them to take on board new discoveries and new experiences. " - NCCA (Source)
Let them walk around outside, and feel the grass on their toes, let them jump in puddles, let them climb on the playground (with your supervision), let them run around! It's what they are meant to do (with proper supervision of course!). Here is a great article about ways to let your child explore:
Neil deGrasse Tyson said,
"Kids should be allowed to break stuff more often. That's a consequence of exploration. Exploration is what you do when you don't know what you're doing".
Now I'm not saying go let them break the TV or vase... but let them go outside the throw ice cubes on the ground, or build a tower with them and let them knock it down, and rebuild it. When they are a little older, let them take apart something you build out of lego, or help them take apart a flashlight when they are old enough. Grab a glower, and let them pull it apart to see everything inside of it. If you're fixing something, let them watch, or help you take it apart when they are old enough.
Mark Twain said it best:
Explore. Dream. Discover!!