HI there PollyL - I moved here two years ago and it was a good decision. Don't be scared -it's a lovely town and there's plenty to do, especially if you drive.
The town itself has:
a soft play centre; two outdoor parks; some lovely open gardens for picnics and walks; and a maze; a castle ruin; and duck pond. There's a nice children's library area; a lovely swimming pool with baby pool at a nice temperature; the sports centres does trampolining for your older one.......
In the Summer there are always activites on the common, with fairs and fetes galore. At Chrsimas time there's a lovely late night shopping night with Father Christmas and music and food, etc, and all the children get dresssed up in fancy dress and it's great fun.
There are a few child friendly cafe's too.
Audley End House is beautiful and there's a little steam train for children to ride through the woods with teddy bears.
If you want or can drive:
There is a Zoo at Linton - not too far away. Also, with Cambridge just over half and hour away on a good run, your options open up a lot. There are nice outdoor paddling pools there for the summer and theatres for shows etc.
If you're off in the week at all, there are a range of preschool activites running in and around the surrounding villages. The Town Centre's Tourist offfice should be able to give you some of the information....
Don't worry. It's really a town you can grow into. The health visitors even come to your home for your children's checks - which they could never do in London, where I was before!!
When are you moving?