Start off your lesson with a volenteer to put on a pair of socks. When you show the volenteer the muddy socks, he/she won't want to put them on. Walk around the room asking for another volenteer to put them on. After they are reject the opportunity to put on the socks, relate it the the holy ghost, that he does not dwell in unclean things, just like we would not like to wear muddy socks, the HG does not want to be in unclean situations. Then, call another volunteer, (you can have a bathrobe for them,) tell a story about a child wanting to know how he knows if something is right or wrong. The mother of the child (in your story) explains the HG feeling like a warm or cold bath. Pull out your pitcher of "ice" cold water and have your volenteer put his/her foot in it. They will pull it out quickly. Let kids from other classed try to put their hand in the ice cold water. Let the tell how they wanted to "get out fast." Copare that to the spirit letting us know when we are doing something wrong. We will feel uncomfortable, and we want to get out. Then have your volenteer put her foot in pitcher of warm water. Let the other kids in the primary try. They will most likely make comments on how good it feels. Compare that to when we are doing good things or are in good places, we are very comfy and will be very comfortable staying.
This object lesson is one that will stick with the kids! Enjoy.