There are three situations you would say "did + verb" instead of "verb + ed":
1) In questions
2) In negative sentences
3) For special emphasis
"I did play" can only be number 3 because if it were a negative sentence, "not" would be between "did" and "play". If it were a question, the verb would be placed before the subject. Thus it can only be number three.
The only difference between "I played" and "I did play" is emphasis, as has been explained by Su Ki and Rafael.