Hi albow,
welcome to TFP. Looks like this is your first post!
I haven't thought about that before. I suppose there is a certain risk of introducing algae. But if your chlorine levels are according to TFP's FC/CYA-chart, then remaining spores on your toys shouldn't get a chance to develop. You get spores introduced all the time with leaves, dust, etc. falling into your pool. That's why we stick to the FC/CYA-chart, so that this doesn't turn into an algae bloom.
To be on the safe side, you could take a bucket (or whatever suits the size of your toys) full of water from your pool and add a spoon-full of chlorine to bring it to shock-level and soak your toys in that first. Use PoolMath to calculate how much you need, but it won't be much for a small water volume. You don't want white toys, so don't use too much.
I am also still quite new here, so it might worth waiting for some opinions from more experienced folk.
Have you familiarized yourself already with the TFP-method by going through the Pool School and starting to test your water yourself? That is actually the most important part in preventing algae problems.
Cheers,
mgtfp