Consider, e.g., books in which magical things go on. Narnia or Harry Potter, say. I wouldn't worry much about children becoming serious believers in magic as a result of reading such books, or actually expecting that if they crawl into a wardrobe they might find themselves in another world. On the other hand, in such stories it's usually true on some level that Good Always Wins In The End, or that Love Conquers All (for some notion of "love", usually not the same one as in escapist material for adults), and I think children are more likely to absorb that sort of idea uncritically.