At about age 7 or 8, my dad and I would occasionally go out and fire off a few rounds from his .22 rifle. He taught me good safety rules, and I've used them ever since.
He also pointed out to me where the gun was, and where he kept the bullets. He made it clear that if I touched either of them without his being there, he would know it, and that he would whip the tar out of me immediately thereafter. I remember it made a big impression on me, so I never touched either of em.
I think the most important thing is that you teach kids that weapons are acceptable only if properly used and every safety rule is always observed.
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