Changing what a baby sees rolling is as stimulating as the action of rolling. Try rolling a spool of thread towards your baby and then roll it away. This is a great activity for a 2-3 month old to practice eye tracking (following the an object in motion) and a whole different activity for a 4-6 month old who may be able get in on the rolling action.
Always supervise your baby. Baby's have a way of getting all kinds of objects into their mouths; use a spool of thread that is too large for this to happen.