Hi Iddaly,
I don't get a lot of responses on my contact page, but I get a bit of everything. Most positive, some telling me something isn't working, and for the past 6 months I get 1 that is going to expose me XXX if I don't pay up.
The only ones that bother me are the ones that are in bad taste. I remember when my son was young, well, you try to protect them, but sorry to say, the only way to do so is not to get involved in online things. By now, your children probably know and are exposed to more than you think, and I think the best you can do is to explain that this is reality with online stuff, acknowledge that it exists and move on. Of course it is up to you to decide what to do.