I got my 1st kitty ever a few months ago, I've always had dogs. Pia is 9 months old a likes to play fetch. I don't know how she learned, but she did.
It started about a month after we got her . She only plays at night, in the middle of the night. She has Mylar balls and absolutely lives them, she completely disregards the laser now. She enters the room, jumps in the bed, drops the ball and meows in my face til I get up and throw it. She gets it, jumps on the bed, drops it and sits ready for a repeat.
This occurs between 1am-6am sporadically every night. I get up each time and play until she stops.
I really can't believe she does this. It's the cutest thing (if it wasn't waking me up each night).
My kitty has also fetched since the day I got him at 11 weeks old!
I was as pleasantly surprised as you are. He fetches pretty much all if his toys, milk caps, balled up napkins, whatever. He also initiates the game by dropping toys in my lap.
If you want to challenge him, set up a laundry basket and throw the toy inside. My kitten liked to bat at it from outside before he'd jump in and retrieve it. It seemed like better exercise to me and bought me some time in between throwing.