Aww, that's so sweet about your little guy!
I do have a few, especially from my 4 year old boy.
Oh, boy, he's going to be trouble. Already has his vision of women.
When we told our children we are going to have another baby, my son Jayden was good about it until 5 minutes or so later. He asked me if I was going to get a fat tummy. I said yes and he started to bawl and was saying...."NO, don't get a fat tummy." This was in January.
About a week or so ago I was sitting on the couch with OH. Jayden looks at my belly and asks me why I am getting a fat tummy. I said because it's the baby. Oh my gosh, he almost started to cry again. Hmm, then he looked at OH's tummy and said, "You have the same tummy."

Poor OH!
I think he's starting to understand that mommy's tummy won't stay like this and once baby is out, it won't be big anymore.
My daughter hasn't said much but knows it's baby.