My daughter is almost 4, and she LOVES the Learning With the PooYoos - Episode 1 game. It is the only Wii game made specifically for ages 3-6 & no reading is required. It helps them learn how to use the remote. There are 2 levels of difficulty. In the easiest one, they just have to press the button that corresponds with the right answer on the screen. In the harder level, they learn to point & click on the answer on the screen.
Here is the Nintendo site about it: http://www.nintendo.com/games/detail/b27_45MOEaWuBuY7MHVP...
The game is WiiWare -- you must have your Wii connected to the Internet in order to download it. It's only $5 and it is saved to your Wii system. No disc to keep up with, it's just added to your channels.
My daughter loves to watch other games, like Mario Party, Super Mario Bros, and Wii Fit Plus. She really wants to play the Wii Fit Plus, but she just isn't old enough to understand the balance concepts yet. With the PooYoos she can play all by herself like a big girl! :)