Have you even seen a Montessori puzzle ball before?
Here is one that I have just finished making. This is such a versatile object for your baby. It can be hung from the ceiling (you need to attach it to a ribbon and a piece of elastic at the far end). It gives your baby such great feedback when she kicks it with her feet, especially if you attach a bell to the ball. You can place your baby under it so she can reach up and grasp the ball and hopefully pull it when she is abit older (the elastic at the far end is for this reason).
It can also be used as a free object, its unique shape allows your baby to hold it and transfer it from one hand to another and since it is made of fabric and has a unique shape it wont roll far away. It only rolls far enough for a not quite crawling infant to scoot over and grasp it. It took me about 4 hours to make it. Most of this time was used to just figure out how to put the pieces together. Here you can find a detailed tutorial. Once you know what you are doing, its easy, you just need to do alot of sewing.
A bell on a ribbon and a ring on a ribbon are some more grasping materials that are very appropriate for an infant that is learning to grasp and pull objects. Here is a detailed tutorial. They are very easy to make and your baby will love them so much.
I would only introduce one or two material at a time and just rotate every week or second week, reintroducing the same material after some time for more in depth exploration.