So here's how it works. Person 1 says the name of an animal. Person 2 then says the name of an animal whose first letter is that of the last letter of the previous animal. For example:
P1: Dog. P2: Gorilla. P3: Anteater. P4: Rabbit.
And so on.
The first animal is kookaburra. (So, for those of you that still didn't get it, think of an animal whose name starts with "A."
