Your puppy is still very young and probably missing his littermates and his mother, but don't worry, this is only natural. However, if you respond to his whining every time, he will soon learn that to get your attention, all he has to do is whine or bark. Don't get hooked into this - it may be cute while he's still a puppy but not when he's an adult dog.
If he whines, so long as he's warm, fed, and comfortable, just ignore his attention seeking behaviour. You're right to want to keep your puppy occupied and playing with him is a good way to do this, besides, who can resist playing with a lovely cocker spaniel puppy? There's lots of games you can play with him.
Hide and seek used to be our favourite, or a gentle game of tug and war, although you probably need to bear in mind that there are a few 'rules' to playing this game with dogs. You might want to teach him to 'fetch' a ball. You can learn more about playing puppy games and how to teach your puppy to play games here - http://www.about-cocker-spaniels.com/pup... I would also recommend that you begin to teach your puppy the basic puppy obedience commands such as sit, stay, stand, down, etc. This will not only help the two of you to bond but will also help your puppy to grow up into a well-mannered little Cocker.
You can learn all the basic obedience commands by following the link below. Dogs need both mental and physical stimulation, playtime and training will cover both! Above all, your puppy needs lots of socialization at this stage.
Introduce him to things like the vacuum, men with beards, umbrellas, water, various noises, etc. - the more the better. This will help him to grow up without too many 'hang-ups'. Hope this helps - enjoy your cocker spaniel puppy!
Get him some toys like maybe a bone or squeaky toy. Is he attached to a specific person in the house? Maybe he wants them or he just had to go potty.
Hope that helped and hope you sleep better! Good luck! :).