Reading Bible stories, singing hymns, playing with a nativity are all wonderful ways to begin to introduce Jesus and His teachings to our little ones. Simplicity is the key and I believe will also stir a curiosity in inquisitive minds. Something as simple as what "Lou" did with her almost two year old outside on the patio in the image below. This is what we old school teachers call a "story starter". Provide a prompt of sorts to the child. It can be a photo, drawing, song lyrics etc. Then you start the dialogue simple and short. "Oh my goodness, what is this?, What do you see or hear?, Can you tell me about this?" are all great intro lines to start the lesson. It doesn't have to be complicated or elaborate. 
Children just want your time and attention so make it easy and simple for both of you. And most importantly, ENJOY and have FUN!
Dodo