My DS1 aged 4 has actually asked where to shoot to kill " if you got shot in the finger, would it kill you?", and " if you get shot in the head, would that kill you?"
On the positive side, we learn a bit of biology !
It is just play and curiousness, and I am not at all worried.
I would rather talk about violence aged 4, than never at all.
Better out than in and better talked about than not at all !