Depends on what you want - our local school's Foundation Studies on Anthroposophy class (which spans two years) starts with "How to know Higher Worlds" - they move on to other books but I'm not sure what they are. But again, that course is anthroposophy related (most people I've seen who take it are either very interested/involved parents or people going into Waldorf teacher training - I'd probably take it if I had the time and money).
If you're just interested in a general early childhood reading, the most accessible ones are R. Baldwin's "You are your Child's first teacher" and "Beyond the Rainbow Bridge" (can't remember the author of this one). The problem with Steiner's books is that many of them are compilations of lectures/talks and it can be daunting to make a coherent sense of them some times.
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