One way that young children can hurt themselves while playing is if a game breaks out into a fight. Part of teaching safe play is showing students how to resolve conflicts peacefully. Have two students role play a situation in which a physical game leads to conflict. Ask the class for suggestions on how the children can resolve their issue without fighting. Suggest that they go tell an adult if someone hits them rather than hitting back.
Preschool-aged children may not be the most steady walkers yet. As a result, tripping comes easily to them. Instruct your young students on when it OK to run, and when it is not. They should know that they can only run in permitted areas, and never if they are near the street. Have students practice crossing the "street" indoors by looking both ways to get to an imaginary park. Let them know that if they see someone trip and fall while playing, they should find an adult right away and ask for help.
There are other hazards that young children need to be on the lookout for when playing outside. In particular, hanging power lines can cause a serious risk as can playing in a lightning storm. After informing your students about these and other potential hazards, make flashcards that depict a dangerous situation. Show them to the class and drill them on what to do when they encounter the danger on the card.
It is an old lesson, but one that should always be repeated. Young children are often trusting with any adult, but they need to learn not to go with adults they don't know. Ask your class for suggestions on things to say when approached by a stranger, such as, "I have to go now," or "My mother is right over there." Drill it into students that they should find an adult they know right away if a stranger starts to talk to them.