Was just about to say the same as Capital, at 3 weeks the best thing is talking to her, singing to her- you can just walk around the house pointing things out, or take a short walk outside and do the same.
I get my toddler to talk to and play with his 2 month old sister and she seems to love that the most!
A playmat is always useful ( we have a tiny love mat available at B2B, Eugene Club) and even new babies seem to enjoy watching the hanging toys. They won't stay on it for long at 3 weeks but will gradually stay on it and play for longer.
Music is a good idea- classical, or you can play cd's with children's songs, and sing along, and do the actions....you feel a bit silly when they are this age because they don't interact, but they do after awhile!
Reading- reading experts agree that you should start reading to a baby from birth. Chose short stories, with lots of bright pictures.
Toys wise I would recommend anything by Tiny Love or Lamaze (learning curve)- anything that makes a noise, and is brightly coloured. At 3 weeks they won't interact with the toy, but will watch it, albeit for a very brief moment ( can be as little as seconds).
You could also try actions games that involve your baby-e.g. 'This little piggy went to market' (with her toes), or 'Round and Round the garden,' (can do on soles of feet or palms of her hand).
You could also buy a rocking chair for baby and put her in that while you do things around the hse, and explain to her what you are doing as you do them.
You can buy Baby Einstein dvds but it's probably a bit soon to get your LO addicted to TV just yet, plenty of time for that later

I'm not a big fan of the Baby Einstein dvds- not sure what all the fuss is about.