I suppose you could keep your children appraised of the risks, so that they are more cautious, but then some childhood innocence is lost. Who wants to tell their children about all the ills of the world?
As for this, I have been having the safety conversation with my kids since they were....3ish? Don't go with anyone you don't know, if someone approaches you and tries to make you to come with them yell "Stop, you're not my dad/mom," if you're lost, look for a mom with kids and ask her for help, don't let anyone touch you in your private areas unless it's a doctor and I'm there, etc (simplifying here for brevity). I worry a lot less about childhood innocence than lack of information.
