If you are religious and don't like other religious messages reaching your children, you may want to steer clear of this puppet-filled movie. One might say that it is about a different spirituality, though I doubt kids will pick up on this.
I watched it first as an adult, and it is full of dark images. The movie keeps your mind active, and you have to solve a bit of a puzzle (figuring out how different characters are related). It is actually a very thoughtful movie, and I enjoyed it.
The only concern is that if your child is too young, the movie may scare them. I have heard this comment from two of my friends. For me, it was watching "Land of the Lost" on Saturday mornings. Although I can laugh about it now, the dreaded Sleestak gave me nightmares when I was a child. Some of my friends have similar feelings about this movie.
My 5 year old daughter LOVES this movie. She finds some of the areas scary, but it is more "thrilling scary" than "nightmare scary." She first watched it when she was 4, but I don't know if all 4 year olds should watch it, if only because they will drive you nuts with questions.