I think my DD was 3 when she picked up a historical paperback I had read, flipped it open to the photos in the middle, and demanded to know what they depicted. I was more than a little horrified, because the book was about the JFK assassination. But, I answered her questions, and she found the whole thing fascinating.

Later on, we found some children's books at the library that described what life was like when [insert historical figure here] was a child, and she found those very interesting.

In general, at that age, I'd say just follow their interests, and you can't go wrong.