Playing favorites means giving one dog gets treats, toys or affection that is withheld from the other dog(s). Playing favorites among your dogs in some forms can cause competition and stress.
It’s OK to have pecking order, which is different than playing favorites. In a pecking order, everybody gets a treat, but the dominate dog goes first, which reduces stress because all the dogs know their turn is coming and when.
But if you’re giving one dog things that the others are hoping to get, and unsure they have a chance at, you’re setting your dogs up for competition, stress, and potential fights.
You can pet one dog longer than another, or give one a bigger piece of meat to one than another, but every dog should receive some affection or food when the goodies are being handed out.