Login to the AWS console of the master account under the customized login page, eg. https://123456.signin.aws.amazon.com/console. This should require you to enter your username/password and your MFA token to login.
Click on your account name on the top bar and go to Switch Role.
This can also be done directly on https://signin.aws.amazon.com/switchrole.
Type in the following information:
Account: The account id of the Playground account, eg. 20123434555.
Role: The role you want to assume, use OrganizationAccountAccessRole
here.
Display Name: The name you want to assign to the account in the list, use myorg-playground
here.
Color: Use blue here.
Click on Swich Role to assume the role in the Playground account.