Movement stimulation with your newborn is a key principle to an infant stimulation program. Your baby is learning to move himself, learning to move other objects, learning that other people and objects move! So simple, but he doesn't know yet. So it is time to have some fun! (And all this goes for your infant at any age, but the point is that it is never too early to start.)
Have your newborn sitting up in his carrier or whatever infant seat you use in the house.
1) Show him how you move: move your fingers, move your hand, wiggle your toes, stick out your tongue. Smile, frown, open your mouth.
2) Show him how objects move. Show him a rattle. Turn so it is horizontal, then vertical. Caress his skin with it.
Remember, a newborns attention span is fleeting so these are activities to do throughout the day, over the course of a week for different body parts, and of course the variety of objects is endless over the course of months. But definitely watch for the amount of time he is focusing on movement stimulation. It will expand and watching that development is awesome.