Well if it helps, i have taken my kids to other shows before. Dd1 has been to see the tweenies twice, bear in the big blue house and nutcracker and beauty and the beast ballet, all sine the age of about 3.
Dd2 has been to see bear in the big blue house when she was about 3 too.
They have always been fine especially at the tweenies and bear.
You are in brum aren't you ?? Were you going to se the snow man at the alex ?