Try using his favorite toy. Cycle through all the toys that there are. He will play with one and then there will be a little heart, so you know that that toy is his favorite. His favorite toy changes, too, so keep rotating them.
the hearts appear sometimes but thats just because its a Male toy (for male tamas like a Rocket) or if you have a female, a female toy, like a doll house.
some toys are for both Male and Female (examples: Laptop, Bandai block etc)
Sometimes, if you don't get a high enough score in the games, the hearts won't fill up. You have to get to round four (In the last game) to fill up one heart; Winning any of the games will fill up all the hearts.
Games do help, and to fill up hearts you can also give them a snack. Usually for me toys are just for bringing down stress, but I may be wrong. Have fun with your tama!