Pin trading is fun and addictive! Hope your kids have a ball with this. Do try to buy the pins in lots if you wish to trade. You can save some money over buying off the rack at Disney stores. Trading with the CMs is lots of fun. Your kids may want to pick a theme--favorite character, sports, princesses, ducks, etc. -- especially if you are buying the pins in the stores (usually $6.50 for standard pins up to $15 for small limited edition pins and pins that move, dangle, slide, etc.) I'm not sure if this is still going on, but there may be a pin trading seminar offered at MK in the Exposition hall. I went last year and the gentleman who hosts this was fantastic with kids!
For lots of information on Disney pins, check out dizpins.com and pinpics.com -- the folks over there are nice too.
Enjoy your first Disney trip!
-Jockaroo (who has waaaay too many pins -- and loves them all!)