>My children's school doesn't teach sets until middle school
>(6th grade or above.)

Do they teach anything else instead?

>What can I do to teach them now?

If you do not plan on working with your children systematicly, I would do nothing. Whatever they learn must be reinforced by the subsequent study. If it does not, their precious time will be lost.

Depending on their developmental level and the degree of their interest in mathematics, you may suggest some reading. But again, if your children do not show very strong interest in the subject, I would not leave them to do the reading alone.

>I
>learned in 2nd grade, and appreciated it.

You probably did that in a certain framework. This might be also important.