What is a effective and interactive exercise to demonstrate cognition to a class
I would recommend something like the Invisible Gorilla! This is a classic demonstration from Simons &amp; Chabris (1999) that demonstrates the selectivity of attention. Demonstrating "cognition" is a bit broad, but this is a famous example of the ways in which cognitive processes select, omit, and process information.

Video of the illusion (with instructions) here: https://www.youtube.com/watch?v=vJG698U2Mvo&amp;feature=youtu.be

NPR story discussing the experiment/illusion in simple terms: https://www.npr.org/templates/story/story.php?storyId=126977945