But now, thanks to the folks who produce Sesame Street, there is a way to help kids understand.
Muppets to the rescue.
Eyewitness News reporter Kemberly Richardson has more.
"Well, it's official," Elmo's dad tells him. "I have to go away again soon."
Even in the make-believe world of the Muppets, the reality of combat is a hard one to handle. In a new series of videos, Elmo learns his father is being redeployed.
Currently, 700,000 children have at least one parent away in the military. The DVDs offer advice on how to tell kids you must head back to the front lines and, when you come home, how to cope with injuries.
"It breaks the ice," Sesame Workshop CEO Gary Knell said. "It gives them the ability to speak about these topics in a much easier way then they would if they were just sitting down and making it up. The children can relate to their Muppet friends and in a way that they truly understand the emotions."
They are emotions staff sergeant Ramon Padilla knows all to well.
While in northeastern Afghanistan, the 33-year-old and his unit came under fire.
"The first thing they let off was a RPG, and they aimed it towards me," he said. "It exploded next to me."
Scrap metal severed the lower part of his arm.
It was a big adjustment for him and his family, but over time, his little ones didn't think twice about helping him with his prosthetic.
"The funny part is, they each grab a prosthetic and have sword fights with them, well prosthetic fights," he said. "So it's funny. They've really adjusted very well."
So much so that the Padillas are one of several families featured in the new videos.
In phase one, Sesame Workshop looked at deployments and homecomings. The military and child psychologist worked on both series, but we went straight to the source - Elmo - for a little advice.
So what is the best thing you can do to make yourself not feel so sad?
"You should talk to a grownup about it," Elmo said. "Maybe a mommy, a daddy, a grandmother, a grandfather, your aunt or your uncle, you should talk to someone in your family about it...It doesn't help to hold it inside."
Good advice from a good friend.
For more information on the DVDs, which are free, click here.