I also like to play along with scams. The trick, is to seem confused, as that's what they prey on. My favourite tactic is to choose a television show of my liking, then respond only with quotes from the show that would roughly align to their messages. They get annoyed after a while, and I've had some fun, whilst hopefully distracting them long enough to avoid someone else being scammed.
There are lots of scam baiting YouTube channels, where they really wind them up, and in some cases reverse the scam and call in the law for a raid. It's handy to be familiar with how scams operate, to give yourself a better chance of not falling victim, or noticing signs if a friend or family member is being scammed, so I'd recommend watching some.