If you can do them up (or even find them Im sure they would be around) as a picture book then I think it helps then to grasp the concept.

You could make them simple like a comic strip. Could leave them with out words, just pictures & make up the story as you go.
Here is Lucy. Lucy and her Mummy are going to the shops to do some grocery shopping.
Lucy and her Mummy need to buy Milk, bread and some fruit and vegetables. Lucy likes to pick out which apples to buy.
While shopping a lady came up to Lucy's Mummy and said Hello. Lucy holds Mummys hand while Mummy introduced Lucy to the Lady. Her name is Mary and she knows Mummy from Book club.
Holding Mummys hand helped keep Lucy safe while she met someone new. Its the right thing to do.

After Lucy and her Mummy had finished shopping they took the bags back to the car to go home. Lucy helps Mummy by carrying a bag that has the bread. She is a great helper.
On the way a man calls out to Lucy to come over and say Hi. Lucy turned to her Mummy and asks if she can go meet the man. But Mummy doesn't know they man and lets Lucy know that maybe another day we can say Hi, but today, we need to get the shopping home. Lucy Stays with her Mummy. Its safe to ask Mummy before going over to someone we don't know. Its the right thing to do.
You can use this sort of thing for everything. I need to make one up for Iain, who is almost 3 but he is TERRIBLE for crossing the road in car parks. He just runs ahead of me and I have to scan the roads to make sure he is going to be fine. Im normally holding Rohan & have Isla with me. She will run after Iain to bring him back but that just makes a big game so he runs faster. BUT he refuses to hold my hand. Its a working progress and some days he is good others I have to hold him tight while he wriggles and cries & drops to the ground until I let him go. Im usually the women who is carrying the child that looks like a ferrel cat scruffed at the neck while crossing the road LOL