Our children love hearing stories from our childhood. They ask a lot of questions. Every year or two, we take them on a ride through our hometown and show them the places special to us. They loved seeing the high school (now a middle school) where we met and fell in love. They got a kick out of sitting in places they have seen us sitting in old pictures. There are some stories that aren't so easy to share, but lessons can be passed down through them.
Your children desire to know you. When you share your stories, you and the listener form a bond. Just be sure you take time to really listen to their stories too. If it's important to them, make it important to yourself.