Well, she has probably been listening to all the ads on tv for weight loss, tv shows about obese people trying to lose weight, news reports on childhood obesity, and everyone's constant obsession with fad diets, etc. She is simply being observant of her surroundings and is picking up on all of these messages. She is probably wondering what all of this means.
Now is a great time to talk with her about healthy food choices, eating plenty of fruits and vegetables, choosing water over juice, and getting plenty of exercise. In my house, we talk a lot about being strong and healthy. I try hard to avoid using words like fat and thin, because they just don't matter as long as you are eating right and exercising. Some people will go through life being a size 2, and some of us will go through life with more curves than we can handle, and there is no getting around that. I think the goal is to get your granddaughter interested in sports (or dance, or cheer) - whatever will keep her active. Girls who are involved in sports will be less likely, I think, to care about weight and will be more interested in strength, agility, and other factors like that. They will feel more confident because their bodies allow them to do all these amazing things, rather than trying to starve their bodies into non-existence. Just my two cents!