Hi Hyland are you from Chelmsford? Wild guess about your name, reference to Hylands House maybe.
Any ways was wondering if you are having your party at Riverside (Chelmsford). DD2 has been to a skating party there and we have seen loads more. DD2 is a regular skater, so feels like the rink is our second home. Never seen any accidents on a party. As an optional extra host parent can pay for 15 minutes coaching.
I would advise against penguins as there is a height limit on their use. The age of children you are taking would make them too tall to use because they would be leaning over the handles and therefore be more likely to fall over.
If you are using hire skates this applies to all rinks. Generally the skates will be blunt and lacking ankle support. A boot should be a snug fit but change boots immediately if a child says they are uncomfortable and be armed with a box of plasters. Hire boot blisters are evil.
Don't give being sued a thought. The rink where ever you are in the UK will have Public Liability Insurance.