"March comes in like a lion and goes out like a lamb ... " Well, we know the first part of this saying already happened and now we're hoping for the second part!
Use two small paper plates and a craft stick to make the head - one side will be decorated like a lion's head with scraps of yarn or felt for a lion's mane, using markers and big googly eyes for the lion's face. The other side should look like a lamb's face, using fluffy cotton balls, markers and something for the eyes - maybe buttons!
They can give you a daily weather report with their puppet, letting you know if it's a lion day or a lamb day - great for starting to make associations about proper clothing and temperatures for dressing safely - use the newspaper or weather report to stimulate interest in learning about this world we live in!
While you are talking about the changes in March, be sure to discuss all the seasons where you live, as well as other seasons they may not see!
Make a four season's book, using four identical pages and a cover... each page could have a line dividing it in half with an outline of a tree on the top and an outline of a person on the bottom. Each day, have a conversation about one of the seasons, asking questions and generating information - kids love it when you record what they say on paper and read it back ... "so I heard you say ..."