When I was AD Leader, we had a theme like this one. After getting an approval from our PP and our Bishop, we prepared the Gym with an obstacle course, nothing hard or complicated. We had a rope that went from the entrance door to the exit door and it tied up all the obstacles, so they had to go through all of them without skipping. At one point, the rope split in two ways, so they had to pick which one the had to go, one was a little bit more difficult than the other, but they didn't know that. We had all the girls walk in with flashlights (the lights in the Gym were off, but two doors were open, so we could have some light). They had to find their way out. Of course with small children, you could have their teacher go and have them follow the teacher or have a few lights on, lamps or something. There were many obstacles the had to do, like get on a chair, go under a table, walk though tires, go in a little ramp (up and down) etc. Nothing complicated, because we
Didn't want them to get hurt, but at the same time they could have fun. At the end we came back to the Primary Room and asked them how unprepared they felt to go to the room,

We had a fun lesson about being prepared. We had a fireman come in and he was so much fun. I know that if you request in advance, they can even bring a fire truck. He talked about fire prevention. We also had a policeman who talked about being prepared when you are riding you bikes, he also talked a little bit about strangers and being alone in a house (babysitting). For all children you could even draw a bike route outside with chock and have them bring their bikes. You can have a Stop sign, and other rules they have to follow and have them ride their bikes before their treat and after the activity while they wait to be picked up. We also had a nurse talk about being prepared when someone is chocking or hurt, she also talked a little bit of safety in the pool. I can't remember what we had for a treat, but we had them eat with the flashlights and turn the lights off. It was so much fun for them. I know it needs to be modified for the whole Primary