Agency is essential to play. As we design conversational agents for early childhood, how might we increase the child-centeredness of our approaches? Giving children agency and control in choosing their agent representations might contribute to the overall playfulness of our designs. In this study with 33 children ages 4-5 years old, we engaged children in a creative storytelling interaction with conversational agents in stuffed animal embodiments. Young children conversed with the stuffed animal agents to tell stories about their creative play, engaging in question and answer conversation from 2 minutes to 24 minutes. We then interviewed the children about their perceptions of the agent's voice, and their ideas for agent voices, dialogues, and interactions. From babies to robot daddies, we discover three themes from children's suggestions: Family Voices, Robot Voices, and Character Voices. Additionally, children desire agents who (1) scaffold creative play in addition to storytelling, (2) foster personal, social, and emotional connections, and (3) support children's agency and control. Across these themes, we recommend design strategies to support the overall playful child-centeredness of conversational agent design.