Some Jewish schools have attire guidelines starting in first grade. What is the best way to explain the concept of tzniut to a very young (say first grade) girl without explaining sexuality? Please cite sources.
"What is the best way to explain the concept of tzniut to a very young (say first grade) girl without explaining sexuality?"
The same way you would explain the concept to anybody else: without explaining sexuality.
This would have to begin with Micah 6:8: והצנע לכת עם א-להיך, "be tzanua in walking with your G-d" (this is one of only two instances of this root in Tanach, the other being in Prov. 11:2, ואת צנועים חכמה).
The Gemara (Sukkah 49b and Rashi there) explain this as referring to mitzvos done in public, like funerals and weddings; even these need to be done with tznius, "and how much more so things that are supposed to be done in private" (Rashi gives tzedakah as an example). Rashi explains "tznius" in either of two ways: (a) keeping one's emotions within appropriate bounds (e.g., not being over-mournful at a funeral, or giddy at a wedding); (b) not drawing attention to what one is spending.
It would seem that both of these come down to the same idea: keeping private what should be private. This would fit with what we find about the three personages mentioned in the Gemara you quoted: each of them knew how to keep a secret. It therefore also yields the common definition of tznius - keeping to oneself (and one's spouse) certain areas and aspects of one's body, behavior and emotions.
Your daughter probably has a grasp of the notion of private body parts and private information. Teach her the values of humility, bashfullness and respect. If someone grasps the essential elements of Tz'niut and doesn't feel a need to show off, then issues of clothing and sexual-modesty will hopefully follow (somewhat) naturally as they become more and more relevant.
I have seen this done in two ways.
First, in one Orthodox school I know of, teachers explain that we are all in Hashem's "army" (I know, many hate war metaphors) whose job it is to do mitzvos, and that we all have a uniform we wear. Boys wear a kippah and tzitzis as their uniform, and girls dress tznius as their uniform. The issue of war metaphors aside, I think this is a nice way of doing it, because it makes girls feel as important as boys despite not having special Jewish clothing items. (A potential downside is that it fails to recognize that tznius also applies to men.)
Second, people often explain tznius by simply saying "some parts of the body are private" and not for other people to see. This is not that different from the basic boundary-drawing that occurs in virtually every society. Every culture has their own boundaries in terms of which body parts can be displayed and in what ways. There is generally no need to explain specifically why our boundaries are drawn one way and not another.
Apologies for the lack of sources, but I thought I would provide this answer in case it is useful.
See this nice article / pamphlet. Excerpted:
We Are What We Wear
The Chasam Sofer explains, the reason Rivkah dressed Yaakov in Esav’s garments was to enable him to lie to Yitzchak (to receive the brochos), for clothing influence one’s behavior.
In a similar vein, the Amshinover Rebbe explains why Potifar’s wife grabbed onto Yosef’s clothing. She was trying to catch him thru his weakness – the way he dressed, in the Egyptian dress.
Beauty With Tznius
The Midrash states: When Vashti made a seuda for the women, emphasis was placed on the external décor, for women appreciate external beauty more than food and drink. For this reason, while creating Chava, Hashem commanded each limb as he formed it, “Be modest. Be modest.” Hashem was reminding her that although He created woman with a natural affinity for beauty, Tznius must always come first.
Children Have Eyes Too
According to the Zohar, our actions affect the Yiras Shomaim of our children. What children see in the home has a lasting impression on them.
Children are impressed by stories and parables, especially, when they relate to events and stories that they learnin school and at home. The one about Yosef and Potifar is a familiar story, but I admit, that until I read this, now, I never viewed this in terms of Tzniut. The one about Chava is also news to me. I think young kids - male and female can learn a basic concept about how tzni'ut was incorporated into creation.
The article also emphasizes that tzni'ut means dressing "like a Jew" even if you wear "modest" clothes, i.e. - it stresses the idea not to dress like the Gentiles do. Your kid's yeshiva already emphasizes a dress code. Good thing! (My elementary school yeshiva, in Washington Heights, NY, hindsight, was a bit too lenient. Perhaps, the Breuer's boys chiding my school about that were right, after all!) Now, you can explain to your daughter WHY there is a dress code!
Lastly, kids are more impressed by watching how their parent's dress and behave. It would be foolish to tell them to do something that you can't follow.
It's extremely important while your kids are in yeshiva to follow what their rebbe's /morah's tell them to follow, halachically, even if you don't believe them yourself. (Unless, of course, the suggestion is absolutely frivolous or dangerous (rare, but not impossible) or physically, can't be done (e.g. - it becomes an economic hardship, your kid has a special need, etc.)) I.e. - if their teachers tell them that women must wear sleeves a specific minimum length, you should do that even if you think the rebbe / morah is "ridiculous". Otherwise, you're asking for some "trouble" in the future that you may not know how to deal with...