I went through the same thing with my first kid (who is 3 now). I had no idea what to do with her all day long.
My first suggestion is to establish a pattern or habit or shcedule to your day. I don’t mean a feeding/sleeping Ezzo style schedule. No, just that in the mornings you have one kind of activity, in the afternoons at 2 you always take a walk, at 4 you are allowed to turn on the TV for one hour and watch Oprah or something and so on. Something to give structure to your day, and to give you something to look forward to. Even if the baby shoots the schedule all to hell 5 days out of 7 having a rhythym to your life will be a big help to make you feel a bit less at loose ends.
Now, what to do with a baby.
Take her on a tour of a different room in the house each awake time. Show her the pictures, the walls, the furniture, the books etc. Keep up a running commentary telling her about what you are seeing.
Take a walk. (Even a short walk in the snow would be fine for a regular newborn, a preemie I don’t know though so check with your Dr.) The act of getting her changed and fed and bundled up and into the stroller or sling and out the door will kill a good half hour there. Then once outside the fresh air will induce sleep!
Make faces. Put her on the bed, hang your face over hers and stick your tounge slowly out and back in. She should start to mimic you.
Look in the mirror together and make more faces.
Sing silly songs and dance gently in the living room. Make up the songs, or put on Raffi, or put on Green Day, she won’t care.
Don’t forget to have tummy time every day as soon as she can hold up her head. If she doesn’t like tummy time, prop her upper torso on your Boppy, so her head and chest and arm aren’t flat on the floor. Most babies prefer to be like that instead of flat.
Put her down someplace safe and let her look around on her own. Even babies need their own quiet time and a good mom will allow them that. I figure that a baby who gets alone time at 10 weeks probably has a better chance of being a 3 year old who can play on her own and not need mom to entertain her All. The. Time.
Good luck! You are just at the beginning and it’ll come to feel much more natural very quickly. And as they wake up more and start interacting with the world babies are very good at leading the play.