Absolutely nothing, since they don’t know what to expect. My son has a similar music player from a different brand (more like a diskman) and just accepts that putting in the disk is enough, no need for spinning or anything.
Of course the machine screams “Open!” and “Lets play!” When you open or close the disk cover respectively, so it’s orders of magnitude more satisfying than the fisher price thing (you can try playing with cover open, or rapidly open/close it to see what happens).