How do we tell our kids about playing with others with guns?

Role modeling. The nra program is great and education does appear to have some basis for reducing accidents in fact. Psychological based studies suggest that children benefit from peers role modeling some of the nra safety suggestions for children - with role modeling being superior to instruction alone.
Great Question. There is an excellent program called eddie eagle that the nra sponsors. You can likely find a course in the area. It teaches four principles if they see a gun: stop! Don’t touch. Leave the area. Tell an adult. As your kids get older, they should take a gun safety course. That will teach them fundamentals of firearm safety and limit their curiosity later should they encounter a weapon.