The idea is to put 25 or more Objectivist concepts into a hat, then draw any two at random and explain the connection. Just as many a true word is said in jest, this simple game really does unwittingly give us a greater understanding of the Objectivist method in action ie. a series of purely speculative rationalisations, the more vaguely and speciously connected, the better. Here is a perfect example, apparently cited from one of Peikoff's tape lectures
"...Peikoff says that when he started playing the game many years ago, he was stumped when he was asked to explain the connection between "private roads" and "the validity of the senses." But eventually he made the following connection: Private roads are an expression of the fact that the purpose of government is only the protection of individual rights. Individual rights are defended on the basis that man is a rational being who survives by the exercise of his mind, so he has to be left free. Finally, the validity of man's mind depends on the validity of the senses because the mind is the conceptualization of sensory data. Therefore you can see from this rough analysis that it is useless to argue for private roads with someone who rejects the validity of the senses."
(hat tip to Meg's Marginalia)