Been done - Eddie Eagle
Eddie Eagle GunSafe|Eddie Eagle GunSafe
That said, I taught my kids about what a gun can do same way my grandpa taught me. Took 'em to the range, put a gallon jug of water on the berm, and popped it with the biggest gun I had at the time (grandpa used a 12ga, I used my FAL).
Oldest daughter goes to the range with me 2 or 3 times a year, son goes more frequently. Youngest is only 3, so she has a few more years to wait.