Here is a conversation I had with my youngest daughter. She is five years old. She was out riding her bike on the sidewalk out front of our house.
Me: "It is time to come in. Mommy needs to have a shower and get ready to go out."
M: "Why can't a 5 year old just stay outside and ride her bike by herself?"
Me: "Well honey, there are lots of people that pass by that Mommy doesn't know. It isn't safe."
M: "I won't talk to strangers!"
Me: "I know that. That isn't the problem. It is just that there are lots of people that pass by the house. I don't know everyone who comes by and I would worry that someone might come by and take you. " ( I know there are some that might not think that is appropriate to say to a child BUT I wasn't trying to scare her but just explain why I didn't want her to stay outside by herself)
M: "You have got to be kidding me. Like that would ever happen."