Start at the Toy Museum - located in the heart of the city center, it offers hundreds of dolls and tin soldiers, toy railroads, and vintage board games. Admission to the Zurich Toy Museum costs around CHF 5 and is open from 14:00 to 17:00 on weekdays.
Another option is a trip to the town of Kilchberg (about 6 kilometers south of Zurich), more precisely to Seestrasse 204. Here, the Lindt & Sprungli chocolate factory welcomes tourists from all over the world - you can see how candy is made in the museum and attend a free chocolate tasting (bus 165 runs from Burkliplatz).
Good news for little tourists: Zurich has an amusement park called Kindercity in the suburb of Volketswil. There are various themed trails and educational attractions for children.
Another interesting attraction for children in Zurich (in the suburb of Ditikon) is the Bruno Weber Sculpture Park. It's a very green square densely packed with sculptures of the most unimaginable animals and monsters (somewhat reminiscent of Gaudi's style, but on a modest Swiss scale).
Or go to the Dinosaur Museum, which is great fun not only for kids but also for adults. Located in the town of Atal-Segreben (30 minutes by train from Zurich), it features around 200 rare specimens (admission for adults 21 CHF, children 11 CHF).