i second this post. pellets are much less likely to ricochet so they are generaly safer. the use of pellets will also get your kids in the habbit of hand washing after handling ammo/pellets. and like the above post said pellets are better for teaching fundamentals of shooting and marksmenship.

i started out with a daisy lever gun which was really only minute of clay pigeon at 15 yards and i never really picked up on shooting till later on when i got my hands on a bsa meteor. the daisy 22sg is also a good gun but its a .22 cal. the other previously mentioned airguns are good to. imo pump pneumatic guns (pump up guns that dont use spring compression) make better started guns because they dont require the artillery or floated weaver shooting style to print the smallest groups. id also stay away from pcp or co2 guns because the fun ends when they are out of gas.