I think there are two different things here. One is, stay close to mom in the store. The other is, what are appropriate things for a child to worry about.
I understand why you said what you did - I've also overshared information with my older son, and regretted it because it scared him unnecessarily. But when it comes right down to it, a toddler-aged kid does not need to know about the infinitesimally tiny possibility that someone could snatch her from a store. She needs to know to stay near you, and she needs to know what action to take if she gets separated from you ("find a mommy with kids to ask for help.")
As far as personal safety is concerned, I think most of the specifics can wait until school age. What kids at the toddler/preschool age need to know is bodily privacy stuff - it's not ok to touch people when they ask you not to, and it is OK to say no if you don't want to be hugged, touched, whatever; private parts should stay covered unless your caregiver is changing your diaper or it's your doctor. That type of thing is age-appropriate and they really need to know it for interacting with other kids. But that's positive, easy information that you can give them without scaring them about "bad people." It's ok to say no to touching, even if the person is a perfectly nice person who just wants to hug, because it's my body - and that's the important message.
p.s. I wanted to add a tip I started using last year - I write my cell phone number on my 3yo's arm in pen when we're in a really crowded venue, just in case we get separated. It's never happened, thank goodness!