Set a few ice cubes out on a plate and let your preschooler observe them as they melt. Discover whether ice has a smell or a flavor, how it feels, and how it sounds when you hold it up to your ear. Watch and discuss how the ice changes over time and develop theories. The conversation doesn't have to be limited to the transition from solid to liquid. Notice that the surface gets shinier after a few minutes, that the cubes become slipperier, and so on.
Leave a plate in the refrigerator for an hour or two. Warm up a heat-proof plate in a microwave, warm oven or direct sunlight. Let the preschooler feel both plates and understand that one is warm and one is cold. Place an ice cube on each plate and observe which one melts faster. Develop ideas about why the ice cube on the warm plate may be melting faster, and come up with ways to melt an ice cube even faster than putting it on a warm plate.
Lay out a pair of ice cubes and let your preschooler sprinkle a generous amount of salt on one of them but not the other. Observe what happens as the ice cubes start to melt. Discuss the difference in how fast the two cubes melt and the differences in their shape and surface, working to develop theories that could explain the differences. Try experiments to see what happens if you add even more salt to an ice cube, sprinkle sugar or pepper on ice, or try to freeze salty water.
Fill an ice cube tray with warm water and mix 1 tsp. of tempera paint powder into each section, using different colors if desired. Rest a craft stick in each section and leave them in the freezer overnight. Once they are frozen, allow your preschooler to use the ice cube "paintbrushes" to trace patterns on thick paper. As the ice cubes melt, they will leave trails of color. Talk together about what is happening to the ice and why.