“You can teach children to be safe without scaring them – You just need to know how.” 
Teaching Kids to Be Safe Without Making Them Scared | Kidpower International

​"Children need to understand that there are different safety rules when they are not in the care of their adult and when they are on their own. Children who are only a short distance away from an adult in charge even for a few minutes are on their own. They don’t need to worry. They just need to know what to do." - Kidpower International | Kidpower International

Three easy rules everyone can implement with their families to keep children safe:

1) Secret word rule:

This code word or phrase can make it much easier for a child to ask for help. For example, a child could call and say, “my eyes are burning” or “my stomach feels strange.” When they use the agreed upon code phrase, you know your child can’t tell you what’s really wrong, but they need to be picked up right away. - Code Words: Giving Kids an Easy (and Safe) Way Out | Protect Young Minds
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2) The rule of three:

To prevent dangerous situations, make sure that there are two adults and one kid, or two kids and one adult at all times. "More than 80 % of sexual abuse cases occur in isolated, one-on-one situations. If you eliminate or reduce isolated, one-on-one situations between children and adults, as well as children and other youth, you’ll dramatically reduce the risk of sexual abuse." - https://www.d2l.org/education/5-steps/step-2/

3) Always ask first rule:

"Alongside your family’s other safety rules, establish an “always ask first” rule. This means that your kids should always ask you or the adult in charge before anyone can give them something, take them somewhere, or do something with them." -  Safety Rules - Early, Open, Often (earlyopenoften.org)