Jr started shooting a Cricket when he was six and a half. He understood the safety aspect, rules, firearm operations so that was not the issue but he could not shoot accurately which made him frustrated to the point of quitting. Around seven and a half he started to understand the concept of aiming better and we moved to optics. He's now eight and has outgrown the Crickett so for Christmas we bought him a CZ452 Scout and a Redfield 3-9x40. He's shooting 1-2" groups at 50 yards.
For me the greatest challenge was when he was younger he could not hit the target consistently. He was frustrated for lack of good results so I had to provide a lot of encouragement for him to continue and not quit. I would say that was the biggest challenge for us starting him shooting early on.
Ohhh, and don't start them out at 50 yards (that's where I went wrong) LOL ... Also make it fun with steel targets, shinny, and things that go BOOM