Start the game by uttering a word. Almost any word, but not people's names or places. The other person would then have to reply with a word that starts with a letter that is the last letter of the previous word. For example, if the first word is BLOG then the second word can be GORILLA, then APPLE, which would be followed by EXQUISITE, and so on. I discovered that many words end in E, K, and Y and would focus on learning words that start with those letters. Thus I picked up K words like KITH, KIN, and KNOLL, or Y words like YOUTH, YODEL, and YOKE. I am sure playing the game helped me somewhat with my vocabulary.
I am really curious if CH and I, maybe TOTA too, are the only people who know about this game. I arbitrarily named this game Word Links, as in the post title, but maybe it has a real name. Maybe it's a common game used by English teachers? Let me know!