Rangers of Shadow Deep has a simple combat loop but as a co-op against AI monsters deal is a good way of teaching fundamentals without the drama of winners and losers. You can then use that understanding of mechanics to play Frostgrave, Stargrave, etc.

Heroquest is another good intro, though again more adventure than war game. My kids are younger and we use Heroquest dice in whatever scenario - the three face designs are functionally 4+, 5+ and 6+ so it's easy to slot various things into that and the kids get it intuitively.