I don’t know if it was my parents or grandparents who gave it, but one year my brother and I received a Ouija board for Christmas. We were thereby invited to play with eternal fire and gave it a try. To this day I am convinced it is because we were baptized believers that it had no effect, which is to say, the grace of God in Christ Jesus has prevailed. The comments regarding how thoughts and imagination are venues for temptation ring true. We may have control over thoughts after they enter the mind, but how much control do we have over their initial occurence? Not as much as we think.
But a significant number of other people have told me they had frightening experiences with them and it sometimes opened the door to bizarre and obviously demonic activity happening around them. The danger is not the board itself, but being a means for someone to open themselves up to unknown spiritual forces.