When my twins were about three, we went downtown to a street fair where there were lots of white helium balloons. We watched seveeral float away up into bright sunshine from the shadowed street. Two weeks later, walking to 4th of July fireworks at dusk, they spotted the full moon. They just knew it was a really big one that got away.

Meanwhile, I guess they didn't get enough information from the repeating of "Why?" Their constant question for quite awhile was "What does (insert something here) eat?"
"What do cars eat? What does grass eat? What do tigers eat? What do rocks eat?"