I'm not sure what kind of "(very simple) device" you're looking for, so I'll just throw some ideas out there.
First of all, MIDI isn't sound/audio, it's just data, so in order to hear it you need something that can generate sounds as it "plays" the MIDI song files. If your intended usage environment-- i.e., the locations and situations in which you intend to play back the MIDI files-- allows for a computer or laptop or tablet, then you can use a DAW with virtual instruments, or a sampler with sound samples or soundfonts, to generate the sounds.
if you'd rather not deal with a computer, laptop, or tablet, you could get a portable MIDI-compatible keyboard-- NOT a MIDI keyboard controller, but an actual musical keyboard. If you're not that interested in playing the keyboard, then it doesn't even need to be touch-sensitive (or "velocity-sensitive"), in which case a cheap used Yamaha PSR-E243 or YPT-240 might be okay (but NOT the newer PSR-E253 or YPT-255, because they have no way for you to load MIDI songs into them... what was Yamaha thinking?). If you think you might want to play the keyboard, then a PSR-E353 or PSR-E443 would be better, but would also cost more. You could also look at other brands or models.
Another option would be to get a MIDI sound module or tone generator. I don't know how common they are these days-- I think they used to be much more common, so you might look on eBay or Craig's list to see if there are any used ones that look good. These days it's almost cheaper to just buy something like a PSR-E243 (again, NOT a PSR-E253!) to use as a cheap XGlite-compatible sound module-- or if you don't mind using a computer, getting a laptop, DAW, and some nice virtual instruments.