What should they tell the kids before going?

My son was 5 when I first took him to a naturist club and he'd already been nude on the beach once before so I didn't discuss it with him beforehand. I think for most 5-year-olds you wouldn't really need to tell or ask them anything before going. My daughter was 7, and I felt she was old enough that I ought to ask her what she thought about going to a place where you don't have to wear clothes - she said she thought she might be shy, but was happy to go. On the day, they both had about 5 seconds' hesitation when taking off their clothes (an "is it really OK to do this?" kind of look) but then they were off playing and swimming and took no more notice of the fact that they and everyone else was nude. Nowadays, when I'm taking them swimming at a naturist venue they say "are we going to a place where we don't have to wear costumes? Oh goody!"

Discretion about who you tell about naturism is advisable. How do they instill this into the kids without giving the wrong impression?

I've never told them not to mention it to other people. They like swimming without costumes, but I don't think what they wear at swimming is of so much significance to them that they would think of telling anyone else.

Nowadays, when I'm taking them swimming at a naturist venue they say "are we going to a place where we don't have to wear costumes? Oh goody!"