This is a very famous story and is also relatively short (mostly contained in Daniel 3). Therefore, refer to the scripture to get a summary of the story.
There are a couple of items to note about the story:
get your kids talking and engaged
If you could change your name to anything, what would it be?
Today, we are going to learn about 3 people who were forced to move to another country and had their name changed.
teach a holistic story
Read story from a Children's storybook Bible for younger children.
For older children, read the story from an age-appropriate Children's storybook Bible or tell the story yourself.
give them basic Bible skills
Scripture for Kids to Read Aloud: Daniel 3:8-30
make sure they understand the story
First, ask the children if they have any questions about the story. What to do if you don't know the answer?
help them apply the story to their lives and open up a conversation about faith and the gospel; close with prayer
hide God's Word in their heartGive us this day our daily bread, and forgive us our debts, as we also have forgiven our debtors. Matthew 6:11-12