It is a dreidel. It was used at the time of the oppression by Antiochus, by Jewish children who were forbidden to study the Torah (Old Testament). They would play with the dreidel whenever the Roman soldiers were near. When the soldiers went away, they could go back to reading the Torah.
The game is simple to play and it is played with chocolate coins today at the time of Chanukkah (Usually December).
Playing the dreidel, a gambling game played with a square top: Most people play for matchsticks, pennies, M&Ms or chocolate coins. The traditional explanation of this game is that during the time of Antiochus' oppression, those who wanted to study Torah (an illegal activity) would conceal their activity by playing gambling games with a top (a common and legal activity) whenever an official or inspector was within sight.
A dreidel is marked with four Hebrew letters: Nun, Gimmel, Heh and Shin. These letters stand for the Hebrew phrase "Nes Gadol Hayah Sham", a great miracle happened there, referring to the miracle of the oil.
The letters also stand for the Yiddish words nit (nothing), gantz (all), halb (half) and shtell (put), which are the rules of the game! There are some variations in the way people play the game, but the way I learned it, everyone puts in one coin. A person spins the dreidel. If it lands n Nun, nothing happens; on Gimmel (or, as we called it as kids, "gimme!"), you get the whole pot; on Heh, you get half of the pot; and on Shin, you put one in. When the pot is empty, everybody puts one in. Keep playing until one person has everything. Then redivide it, because nobody likes a poor winner.
I am Jewish.