Gospel Principles Chapter 2 "Our Heavenly Family"
Heavenly Father's Plan: We Lived with God- The Church of Jesus Christ of Latter-day Saints has a whole section devoted to Heavenly Father's plan for us. This is the section called "We Lived with God" that discusses premortality. It has a video and a couple of other links as well as a brief overview.
"I Lived in Heaven"- This is a link to a primary song which quite beautifully talks about the premortal life. You can play the music on this site as well and listen to it in class.
Premortality; A Glorious Reality by Elder Neal A. Maxwell (1985 Quorum of the 12)- Includes good citations for scriptures as well as how premortality answers several puzzling questions otherwise.
God's Plan of Happiness- A Mormon.org page that discusses the question "Where Did I Come From and Why?" as well as others.