So far I have 2 tiny grand-daughters.
Mine will be words of support rather than advise, and the same ones I gave to my own 3 daughters:
Do not think there is anything that could possibly happen to you that you cannot come to me about. Know that as a child of the 60s I saw it all and did it all, so nothing will shock me.
Experience as a mother, however, taught me that sometimes your children will not come to you because they love you and don't want to hurt you, so I will add:
If it's something bad, trust me to not be hurt or upset, because what's done is done, and my only thoughts will be to help you and support you through whatever has happened.
Other than that, we can only enable our grand-children to be confident, self-assured individuals by loving them and showing them through our actions and words that they are cherished and respected as unique individuals.