How do you say fun in Latin?

Jocus = joke or jest. English 'joke' and 'jocular' come from that root.

Ludus = game, play, fun, entertainment - and in some way only a Roman could understand, ludus also means 'school'.

The 'fun-' in 'funambulus' comes from 'funis', a 3rd declension noun meaning 'rope, cable'.