A parent asked me this after watching their eight-year-old lose a game she should have won, hanging the queen with an idea that was actually working two moves earlier. Should I sit down with her and go over it? The honest answer is sometimes, and the difference between helpful and harmful has almost nothing to do with chess knowledge and everything to do with how the conversation happens.
When it helps
Reviewing a game together helps when the child is the one doing the finding. Ask what happened, not what went wrong. Ask what she was thinking when she played the move, not what she should have played instead. A question like "what were you looking at right before this" gets a completely different answer, and a completely different learning experience, than "why didn't you see the queen was hanging." One invites her back into the position. The other puts her on the defensive before she's even answered.
When it gets in the way
It gets in the way when the review turns into a lecture, when every game becomes homework, or when a parent's disappointment leaks into the tone even while the words stay neutral. Kids read tone long before they read positions. A game looked at with genuine curiosity teaches a child that mistakes are interesting. A game looked at with frustration, however well meant, teaches a child to hide mistakes instead of examining them, which is close to the worst outcome for someone trying to actually get better.
If you're not sure you can keep your own reaction out of the conversation in the moment, that's a completely normal thing to notice about yourself, and it's a good reason to let a lesson handle that particular game. The goal isn't for you to become her coach. It's for her to stay curious about her own games long enough to actually improve at them.
