A collectible unique to The Force Awakens Play Set, these blue tokens will unlock special games you can play on the Hologame Machines that you can find on Jakku and Takodana. The hologame unlocks on Jakku in the mission "Game for Adventure" and has a free hologame "X-Wing Squadron - Space Skirmish" unlocked already for you, to be able to play extras pick up the tokens you can find throughout the Play Set.
The surface of Jakku houses the first two:
Shoot a target next to a door near Rey's AT-AT and climb a fixable ledge.
While the moon holds another:
Replay the "A Crate Place to Hide" mission if you missed this one.
The surface of Takodana has two more.
And you can find the last one at the very start of the mission "Shield Shock".