i agree with both Brysing and Leucadia here, look at all the logical answers before jumping to conclusions. he could just have a really active imagination, with your son saying these things, your daughter will pick up on them and join in. watch your son, speak with him, if things progress, seek professional help. [psychiatrist, doctor] one thing you could try is go into his room, alone, and meditate [cast a circle to be safe] and see if you can sense anything.
now, lets say everything checks out and it turns out there really is something [like i said before though, look at all logical conclusions first] giving your son the crystal for protection is a good idea. what you should then do is cleanse his room with sage smudge and protect it. whatever it is, if it's real, could move to a different room, so it's a good idea to do the same throughout your home, just focus on his room since that's where it is. bit if a time consumer, and a pain, but best thing to do. after that, hang a charm in his room to keep negative energy out.
just don't panic, kids can say things to get attention, and make up stories. just tell him he's safe, and that he should ignore it. keep a watchful eye on him and monitor his behavour.