I have taught my children that adults should NEVER approach them or try to talk to them without me there. We have applied this to playing in our yard, our driveway, riding bikes, at the store, etc. I have explained that ADULTS should talk with ADULTS only and that it is NEVER appropriate for ADULTS to ask a child for help - directions, finding there dog, to "come here", to give them candy, etc.
Also, I have taught my children that when we are anywhere, they need to stay near me or at least away from the door. That if I am paying for groceries they can't wander over to the candy dispensers close to the door because someone might say, "Look at the beautiful little girl. I want to take her home." I have explained that some people don't have nice, beautiful children and might want a daughter - HER.
This has been enough to help my kids understand that there are people who might want to "take them". And that would make me very sad. And that if these people "took them", then they wouldn't be allowed to come home, to me, their beds, their toys and mostly, their family and friends.
We have done "role playing" to try to make the point. And we do it again and again before we go to the zoo, festivals, etc.
Please, don't focus too much on not scaring her. Focus on keeping her safe. Also, don't make this a one time conversation. Kids learn through repetition. Talk about it casually, often and role play. That way it will become second nature instead of a one time scary conversation.