Many euphimisms and aphorisms convey meaning through their connotations in that more is understood than what is actually said. Here are some examples that come to mind. Not all may be suitable for children...
A woman of ill repute At face value this means a woman who has a bad reputation for some unstated reason; we all know that it means a prostitute. Likewise a lady of the evening.
John kicked the bucket. Everyone knows this has nothing to do with John's foot and a cylindrical container.
Watch the maid closely as she has sticky fingers. The maid's fingers are soiled with glue or honey; she's known to be prone to larceny.
There are lots of (unkind) euphimisms for mental illness: bats in the belfry, not playing with a full deck, etc
Likewise for stupidity: not the most colorful crayon in the box, not the sharpest pencil in the pack etc
