At that age we had a wee indoor slide and those big foam climbing blocks. We would make obstacle courses and indoor tents, play with big lego blocks and wooden building blocks, sing & dance to music, finger painting, peek a boo board, simple puzzles, reading books

Painting and play doh are messy but good fun. Colouring ins too. Treasure hunt for the older one. Book reading. Duplo is great.

Colouring in, craft, build a cubby house, snuggle down with a movie!

Pinterest has a lot of ideas on there. My girls like to paint or cut out pics from magazines and stick them on paper. We make cubby houses with blankets and have picnics in there. Dressups are alway good.

Puzzles for your three year old and crafts like painting and play dough. Otherwise blanket forts.

Indoor tent. with cushions and books in it.
a teddybear picnic. rugs with teddies and books and morning tea.
Bubbles.
Big paper drawing. buy huge butcher paper for great expression.

Keep warm and keep moving with dancing to some music. Let the children shake tambourine (or home made plastic jar/ balloon with beans etc.), wave ribbons/streamers tied on sticks, or thin lacy scarves. (Can last at least 30 minutes depending on the tape you use!) Then sit quietly and read a book to them. Make more instruments/shakers to get moving to another tape.

Build cubby houses with them! In general all building activities like with Lego, or Marble Madness if you know that game. Puzzles are also great, at least we always loved them.