Our museum has canopic jars that have never been opened with hieroglyphics that my oldest dd had fun translating for us. =) She loves studying those.
We have several mummies and they have been x-rayed, so their stories about that are on the walls. You can see how they wrapped the linen strips and even see the toes of one mummy -it totally looks like resin. 😉 We made sure to discuss that porcess and some of the reasons they had refined the embalming process so much.
We also have jewelry, small statues and misc. items along that line. There are interesting little stories about some of the myths on the display cards, so those were great conversation starters when my family went the first couple of times.
Mostly, though, we just made our own observations and talked about them a bit.