When I was at Delphi, I spent 15 years in the same cubicle. Gladly, the other guys in the cube were fun (most of the time) and didn't mind some of these antics:
1. headphones are a must (you already found this out)
2. small nerf hoop basketball
3. Using a
plastic periscope to view over the cubicle wall was fun
4. Nerf Dart Gun wars
5. We re-named the aisles and cubicles one day: Disk Drive, Baker Alley, Sparky Street... stuff like that. Those little signs came down after some no-fun middle manager got mad.
Of course, your boss may not like any of these things. However, if you stay productive, and only use these things rarely, I suspect that no trouble will come. If these things become a distraction to you and others, then you will see how company policies are created.
Good luck,
Andy