In this pedagogical seminar, I will demonstrate how the structure of Einstein's gravity can be discovered from first principles. We will begin with a single requirement: that our predictions for interacting massless particles obey their fundamental linearized symmetries. This constraint forces upon us a correspondence between color and kinematics for consistently interacting vectors, providing a set of LEGO blocks that perfectly realize the “play well" principle of the title. The talk will focus on showing how snapping these gauge theory building blocks together in a consistent way — literally replacing color with kinematics — systematically generates every operator in the asymptotically flat-space expansion of the Einstein-Hilbert action. The entire semi-classical theory of gravity emerges (including its associated geometry) from the consistent interactions of gauge theory. While the main goal of the talk will be to build this foundation, this constructive prediction-forward viewpoint offers far more than a curious reframing. These insights weave a web of connections: from precision descriptions of high-energy QCD phenomena and pion scattering to binary-inspiral gravitational waveforms, from supersymmetric field theories to both open and closed superstrings, and from the emergence of Hawking thermality, all the way to the physics of cosmic inflation. In each case, the double copy elevates suggestive analogy to sharp, predictive duality.