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4 year old wants to play chess, how to begin?

Thanks for all the advises! I'm also thinking i should keep it fun and simple and just hang out with my son. Sometimes I feel he gets confused with all the pieces though.. Should I let him win is the really hard question

Get the book, Chess is Child's Play. It is loaded with suggestions for a parent teaching a young child.
Four is pretty young. Keep it fun. Playing games like pawn wars or queen vs. eight pawn might be important at this stage.
Do not let him win. Instead, let the child turn the board around, or play games where your position is worse (queen odds, six pawns against eight, etc.).

@BillyDoubleU as an aside, sick profile pic. Demonocracy is amazing. It's so sad that JFAC released Sun Eater and then stopped making music : (.
Have you checked out Serpent of Gnosis?
macmoby ~~~~~~ Just find a way to make it fun for him. Never too long at any one sitting.
Actually, the way I have been playing lately, he could probably beat me
right now!!!

Hmm, it's a delicate balance between not letting him win and still keeping it fun. Remember he is four. I WILL beat him everytime, and he will probably lose interest pretty fast if he never wins. He plays on the iPad though and loses a lot. So I think its a balance as I said. Let him win sometimes, let him lose some.

Hmm, it's a delicate balance between not letting him win and still keeping it fun...Let him win sometimes, let him lose some.
It depends on the child and their level of maturity (four is quite young after all). If you think they just want to bond and have fun, then maybe letting them win is the trade off for keeping their interest. However, sometimes letting them win is a terrible thing to do because then the child gets bored with the game; they just beat an adult, so why should they waste their time on an easy game?
When I learned Stratego (I realize that it is not Chess, but they are both strategy games and the moral is applicable here too), my father and I would play a lot. However, he never just let me win (to be fair, I realize looking back that he did let me win at other board games I was less mature about though). I still had fun playing the game, bonding as father and son, and the constant losing prompted me to get stronger. Why? Each time I played (and almost always lost), I felt like I learned something and came closer to winning. Throughout my entire childhood of Stratego - sometimes playing half a dozen games over a weekend or holiday break (The strategy game of Stratego usually takes several hours for one game [maybe 3 hours? It depends on the players and play-style]), I only recall winning perhaps 2 or 3 times before age 15.
Of course, now I probably win 75% of our Stratego games (Chess helped me too, because I utilized similar themes in the game like deflections or opposition). By not letting me win, it pushed me to really learn and appreciate the hand full of well-earned wins I did get. Had I won every game as a child (even if the win was purposely given to me), I probably would have come out much different in certain traits. For certain, my determination and patience were initiated through times like these and now these traits serve me well in other aspects of life (the icing on the cake, is that those traits greatly help for chess too).
It really depends on your child's maturity level: some four year olds will surprise you with their maturity, for better or worse. If you see them giving up because of constantly losing, then I'd let them win. If you think the loss will push them, then play your best (while you still can - kids learn fast and will be beating you every time in a few years ). Personally, with chess, I'd recommend not necessarily playing them directly. Set them up on a chess.com (or chesskid ect.) account and maybe they will look to you as more of a mentor/chess instructor helping them get better - and only occasionally play against them. It all really depends on your child and you know them best compared to us. Hope this makes sense and is helpful

Hmm, it's a delicate balance between not letting him win and still keeping it fun. Remember he is four. I WILL beat him everytime, and he will probably lose interest pretty fast if he never wins. He plays on the iPad though and loses a lot. So I think its a balance as I said. Let him win sometimes, let him lose some.
Play Black from this position until your child wins consistently. Then, add Black's b- and g-pawns and repeat the process.

Here is my grandson and me playing chess . . . He is 2 1/2 he loves to move the knights because they can hop around . . . That's what he learned to move first . . .
He learned to open with the knights moving them around until he lost them . . .

i tried to teach my 2 year old granddaughter chess after she had agreed to learn when we came on Monday to babysit her . . .
I brought a chess bag and she helped me open it up and she took out the bag a black piece and I took out the light one . . . .
i wasn't going to give her the white ones . . .
We un-rolled the vynil chess board and poured the men on it. I started to show her what their names were and set my side up . . .
She wanted to put her Black King and Queen next to the White pieces not on the opposite sides . . . She watched as I set up the white side pawns and she tried to put the Black pawns next to the white pawns . . . .

She left the living room . . . . came back carrying a book
And said, "To read while they sleep." . . . Madison brought her own picture Bible . . .

She then started to turn the pages to read to them . . . .

She told them about each page to the sleeping chess pieces . . .
After a while of laughing by my wife and me, she was finally through with the lesson. . . .
We learned that war is not necessary. . . .
We learned it is much better to sleep and relax. . . . .
we learned that the different people belong together and not fight. . . .
I can't wait until she gives my wife and me our next chess lesson next Wednesday. . . . .

I have a son who is very interested in chess and we play every morning together before work, which is pretty nice. My question is how should I play with him? What is good to begin with? Should he really play with all the pieces like a normal game or should he just do exercises with few pieces? Or shall we just play for the fun of it, no strategy at all? Any chess teachers out there?