I was in 3rd grade.
Sometime in the middle of the day, a lot of kids started leaving, but I wasn't sure why. My teacher didn't say anything. I think I thought it was a birthday party for a kid who had their birthday that day.
I was waiting after school for a carpool to a Hebrew School I went to. Instead, my mom came to pick me up. I was somewhat confused. My mom eventually explained, in not very much detail, that people had flown planes into buildings in New York. I didn't really grok the significance of it then--I was too young to understand.
It wasn't until later, I think in 9th grade, that I saw a video of the planes crashing into the building, and then started to grok what had happened. I also later learned that a relative who worked in the Pentagon would have had a meeting in the wing of the Pentagon that was destroyed, but it was canceled so she was in her office when the plane hit. Thank God for that.