Much more care needs to be taken while teaching preschoolers. They think in very concrete terms and while learning about people from the Bible they may think that the exact same things will happen to them. For example: after hearing about Jonah, a preschooler might think that if he tries to run away from God he will be swallowed by a big fish!
Take the time during the lesson to explain very carefully that while certain things happened to certain people in the Biblical narrative and there are real consequences for people today, the child should not always expect the same results.