NEWTOWN, Conn. -- It's not a conversation parents expect they'll have with their kids: But Shari and Andrew Paley were doing just that, talking with their identical twins, Ben and Ethan, about the shooting at their school that left 20 of their fellow students dead.

Ben and Ethan, a pair of articulate and observant nine years olds, had many questions and much commentary for their parents about the tragedy at Sandy Hook Elementary School, where they are in the fourth grade. 

“We know lots of things that we shouldn't know,” Ethan said Saturday while talking with a reporter and munching on a green-frosted, white-sprinkled, crème donut.

John Makely / NBC News

Shari and Andrew Paley, with their children Jacob, 3, Ethan, 9 in green jacket, and Ben, 9, in black jacket.

His mother said earlier he had noted that he has lived through a tornado, two hurricanes and now this.

“Remember what we talked about last night, that sometimes when something really bad happens you learn to appreciate what you have,” she told the boys. “You don't take any(thing) for granted.”

Ethan and Ben were at school Friday morning when the alleged shooter, Adam Lanza, opened fire, taking the lives of their fellow students and six administrators, including their principal.

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Ethan was in the gym for an ice skating exercise, when they heard a loud bang. His teacher taped up the windows to the door and told them to hide in a corner. Ben was in the art room, and they later had to run out to safety.

“We heard the bangs. We heard the policeman say, 'Stop.' We heard the guy scream when he was shot,” Ben said (Lanza took his own life, authorities say).

“It was scary there,” Ben said, later noting that he cried about the shooting. “Ethan did, too,” he added.

There's no guidebook for these kinds of parent-kid conversations,  said Shari, 39, and a speech pathologist.

“I'm just letting them talk. They actually have a lot of questions and I'm trying to answer them the best that I can,” she said. “I'm just going with it.”

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When asked if they knew everything about what happened, Ben said no, though they were aware that 28 people had died.

“I gave them a little bit of information at a time because I didn't want them to find out from somebody else,” Shari said. “I didn't want them to turn on the TV and hear it. I wanted to be the one that explained it to them.”

She said she didn't hide anything and progressed from telling them that a lot of people got hurt to eventually including teachers and then children in that group. “They've been … pretty in control. ... We're just kind of answering their questions and reassuring them that they're safe. We're following their lead.”

The boys shared some of the different rumors they'd heard: that the gunman had mini-machetes and they speculated about which teacher had been wounded in the foot.

“Well, we don't know that,” their mom said of the latter report. “That's the other problem, is that I don't really know all of the facts. … that's the other reason why I am kind of cautious.”

At a local donut shop, the twins ran into friends from school, happily chatting with them. They also twirled around in swivel sofa chairs in front of a television airing coverage of the investigation and the deaths, with one of the boys saying, “breaking news.”

“The only thing that I mean I'm hurt by is ... by sadness,” Ben said.

When asked if he had any worries about returning to school, Ethan said: “Yes, I do have a fear of going back. I mean what if they struck again when we're back to school?”

“That's not going to happen,” Shari said. “It was one bad guy and they got that bad guy.”

His dad, who picked up the boys from the fire station where they had been evacuated to after the shooting, then told him it was OK to be scared. But he also later noted that he was scared that his son was scared, and lamented the loss of their beloved principal, Dawn Hochsprung, who he knows would have been a steady, compassionate hand for the twins on their return to school.

Shari said she hadn't thought about the boys returning to school, one of the questions that Ben has been asking.

“I'm scared for them, just emotionally, their emotional well-being, feeling comfortable to be at school,” she said. “They spend more time at school than they do at home, it's kind of like their home away from home in a way. So if they don't feel safe at their school home -- it's just really important.”

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Ben has also been asking if he can attend all of the funerals. Shari believes it's his way to say goodbye to the victims.

“I think he's putting it together, like kids died there (at the school) and then how do they move from there and where do they go and what happens to them,” she said.

But she is not sure she wants him to go, saying they'll talk about it but also suggesting he write letters to the families.

“You want to shelter your kids as much as you can,” she said. “I don't know it's a process ... that I'm trying to figure out myself.”