Hey, have you heard the good news? 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 our favorite 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.
For use with a CircuitPlayground or micro:bit, this JST to alligator-clip cable works best. Red is power, ground is black and signal is white.
For use with a breadboard, try one of the following cables: