With Adafruit STEMMA boards you can easily and safely plug sensors and devices together, like this Adafruit STEMMA Speaker Plug and Play Audio Amplifier. Like the name implies, it's got a class D audio amplifier on board, and a little 1 Watt 8 ohm speaker.

Connecting it up is easy, you only need ground, 3 to 5V power, and audio signal. The audio signal does not need to be AC coupled, we do that for you, and can range up to the power pin voltage (3 or 5V peak-to-peak). You can use either the 3-pin JST socket or the alligator/sew-pads for this slim and portable package. The sound quality is good enough for music, tones, speech, whatever you like and volume can be adjusted with a small screwdriver. 

You can also use this cable to turn its JST PH 3-pin cable port into 3 individual wires with grippy mini alligator clips in order to connect this speaker easier to wires or pads like that on the Circuit Playground or micro:bit.