We started with the concept of privacy. I have girls ages 5 and 2. What parts of our body are private and that we don't show them to anyone but Mom, Dad and the Doctor (with mom or dad there). Also talked about how no one should ever touch our privates, not even to be silly or for fun. You can also talk to them about good touch and bad touch. How some things make you feel uncomfortable, like hitting, pinching, tickling too much, someone you don't like giving you a hug or kiss. Its okay to say, don't touch me like that. Something we have not talked about yet is parts other then our privates that are off limits, like thighs, chest, lower back, etc... This touch I would expect from pedophile grooming techniques...getting the child used to being touched in secondary or tertiary erogenous zones. Back rubs, massages, lingering hugs, etc... these are all things that can be the start of a problem. Teaching child that quick hugs, high fives, shoulder hugs, and appropriate, and if an adult wants to touch you more then that to talk to Mom and Dad or a trusted Teacher.
This world is a scary place and I've determined to not let my kids go on sleepovers (outside of Grandparents and trusted family and a few close friends) without being a volunteer part of the group. Its just not a risk I'm willing to take.
Even if the adults are fine, kids are curious and exposed to sexual images and tv shows ALL THE TIME. That's just asking for trouble. And because of this, 10 years old is not too young to understand about sex. I'm at the point of talking to my 5 year old about it, and she is very sheltered from TV and ads. But I want her first knowledge to be from me and not the playground or someone molesting her. Check with your local library about books that talk to kids about sex, makes the conversation much easier if you can read it instead of telling them. :)
Best wishes!