So far I haven't been in a position to have to say anything, but my wife has twice. Both times were in line at the store once by our daughter when she hugged Mommy and said "I'm sorry Mommy , I didn't mean to touch your gun". A simple "it's okay, I have a permit" narrowed the wide eyes in line behind her. The next time her shirt rode up and a kid in line behind her said "look mom, that lady has a gun". The wife turned around to find a line of people including an LEO starring at her. She pulled her shirt back down and went about her business with no further issue.