To prevent chafing, get a stick of BodyGlide from a runner's shop, and put it on their thighs; it goes on like stick deodorant. It will completely prevent chafing. (For that matter, you can use stick deodorant, but it doesn't work quite as well.) There is also a product called Monistat Soothing Care Chafing Relief Powder-Gel that also works very well, though it can be hard to find in stores (much easier to order online.)
I don't think that they really need to worry too much about shorts/bloomers at 3; I wouldn't bother making a point of that until school age. (Lord knows I went around showing my ruffle-butt undies all over the place when I was little. At that age I never could understand why the ruffles were on the back -- where *I* couldn't see them!)
PS: For little kids the play fountains are a major attraction, and it rains frequently in Florida. Over the years my family has found that a water-immersible sandal is normally a better choice for the parks than tennis shoes.