I taught my daughter protective behaviours at around that age. Things like what to do if someone tells her to get into a car or offers her a ride, offers her lollies etc. What to do if someone is acting strangely or making her feel unsafe - we also talked about who it was ok to go to for help, that it was ok to yell, struggle and say no if something didn't feel right and that kind of thing. Keep it simple, but it helps give him ways of feeling safe and knowing what to do if something feels wrong.

I'd also second asking what in particular has him worried or scared and trying to address this as best you can.