Play tag with your family. Make one person (preferably Daddy) the only safe spot. So, while running away from “it” (i.e., the person tagging), you can only be safe if you are in Daddy’s arms. (You may have to put a time limit on how long you can be safe in Daddy’s arms; otherwise, the game might come to a standstill!)
When the game is done and everyone is worn out (especially Daddy from holding everyone safe), explain that Daddy is a picture of what God our Father is truly like. Our God is a strong tower, and when we need to be safe, we can run to Him. No matter if we are alone or with others, big or small, during the day or at night, we can run to God and we will be safe in His arms.