My ds is (just) 7 and his sister is 4.
They both know their names (obv), address and what to do if they get lost. DS knows phone numbers. We have also talked about bodies and what parts are private and just for you to touch.
I have not had any stranger danger talk though (and am thinking this is prob more relevant to the 7 year old). I have been putting it off - I can't bear to tell him there are bad people out there and then deal with the inevitable questions. What age did you do this, and if you have, how did you do it?
The Sarah's law thing in the news this week is what has got me thinking about this.