I just asked one of my Dots to play "I had a little turtle"; it did, completely, and with no issues.
First, you have to know where it is located, and although I am no rocket scientist, I presumed it is in their Prime kids music section, so I said to the Dot, Alexa, play from Prime Kids music, I had a little turtle. And, it took off. So say exactly what I said in same order and you will have success (you can even leave out the word Prime).
As a newbie, you really need to spend time at the Amazon Help section at the top of their main page as there is a whole section about the devices and how they work.