I've found that "treasure hunting" -- whether it's for chocolate, insects, leaves, etc. — is something that kids are into and can be educational (not the chocolate-hunting part, though I guess if you live near cacao trees, you could certainly do that, and if you are doing that, please send pictures!). You can talk about the process of how different animals grow, why they do so in particular ways, (why don't we humans leave 'shells' lying around?) and explore nature in general. Warning however: not everyone likes to be approached with cool exoskeletons as playground "show and tells." I can't imagine why.
[Edit: I forgot I wanted to add a few examples of how this process works. A couple of sites for you, one from one of of my go-to insect sites, insectidentification.org: www.insectidentification.org/process-of-molting.asp and the other from a NOAA Fisheries page on crab molting: www.afsc.noaa.gov/Kodiak/shellfish/cultivation/crabGrow.htm