You are not alone
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My toddler can also get so scared when watching YCCR (especially of a hippopotamus, a disguised boy, a man saying "Hello" on the phone, an ostrich, and other unexplainable things I can't remember now). A fun fact BTW: he quickly learned those words!
Also, I've recently bought a DK Eyewitness DVD about rocks & minerals, there is a skeleton who opens his mouth when a rock falls on him, my son got so scared and didn't want to see any skeleton after that, I had to skip a whole chapter in our science curriculum
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So what I do is quite simple: just skip the slides, fast forward the video, or show it to him in a month or so, hoping his attitude will change.
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BTW, I never tell him that a monster or a ghost are scary things, I emphasize they are just imaginary creatures.
With LR, you may try one or more of the following:
- Show them only the word flash, you can skip the pictures & videos,
- Customize the lesson with pictures of "friendlier" cows, sheep and goats
- Skip the lessons for the moment and try again in a month or so.