Oh dear, it is so hard isn't it? I have experience of this with my DD and it is so difficult. We want them to stand up for themselves and it is hard for them, especially in a new situation.
I agree with the advice of telling the playleader - no child of just 4 should have to be subjected to constant teasing without an adult stepping in.
I always told my DD to ignore any comments about what she was wearing etc. which is easier said than done I know. I told her that most unkindness is borne from jealousy - children can be horrible about another child's shoes say, when deep down they would like a pair just like it.
I also agree with her telling the other children that they are being silly and if really pushed to tell them that they are just jealous.
It does occur to me that some of these children are already established friends and so your DD is a newcomer to them? Being new is very short-lived and you may well find that in a day or two, DD has been accepted by them and all this will be forgotten.
I was told by my DD (4) this morning on her way to her summer hols out of school club (she starts school in Aug) that some of the other children have been laughing at her clothes and not letting her play with the play equipment (eg. snatching the table tennis bat from her). She said "mummy I felt like crying" and "why do they laugh at me?". This came out this morning as she wanted to wear her best party dress to OOSC to be 'acceptable' and avoid being teased
Now obviously this news has me swinging between being murderously angry and absolutely heartbroken BUT I do realise that she is going to meet people in the course of her life who are mean to her. She will have her feelings hurt and learning to deal with people who tease/bully/criticise is a skill she will need to develop.
So my question is how can I help her do this? How can I build her self esteem? What do I say to "why do they laugh at me?"?
I don't think she is particularly lacking in self esteem but this is the first time we have had this issue and I think it is really important for me to deal with it properly, set a precedent and give her a clear idea in her head of what is acceptable and what is unacceptable behaviour.
I have told her that she can wear what she wants and that no one has a right to tell her otherwise, that she has as much right to play with the play equipment as anyone else as long as she is taking turns and playing nicely but all advice greatly appreciated and that she must walk away and tell the play leader if someone says or does something upsetting.