My parents used to keep the bathroom door unlocked so we could go in and out whenever we needed to brush our teeth, use the toilet, take baths, etc. So my sister and I regularly saw both of them naked while they were having showers and often stood talking to my mum while she was taking hers, getting changed or on the can.
Not so much my dad since he'd get easily weirded out and spooked by it. Something tells me he wasn't so keen on the idea after my reaction to seeing him use a urinal in a public bathroom when I was 2.
Anyway, the questions of my curious, pre-schooler self got so uncomfortable they eventually stopped with the whole thing.
However it was still fine with me and my sister that they come in and use the toilet while we took baths or showers behind the slightly frosted shower curtain up until I had to break it to dad that I wasn't okay with it anymore, either. Via mutual agreement after my he walked in when I was getting changed at 9/10 and freaked out at my B-cups ("Jesus!").
The reason why they let us see them naked so often was because they believed it would foster a healthy attitude towards nudity so we wouldn't be embarrassed by it and see it as a totally neutral and natural thing.
Good luck with that... Now I can't even see a dude's bare chest or anybody's bare thighs IRL without feeling like I need to cover my eyes or look away and I don't ever wear low-cut tops without something else underneath or over it.
I come from a liberal atheist/agnostic household that's got no problems with discussing sexuality or telling some seriously dirty jokes. And natural born modesty still wins out.
My dad also used to let me and my sister get away with watching 15 and 18 rated movies and TV shows from the ages of 5/6 up as long as he was there with us. He always liked me quoting the Monty Python movies and skits from Flying Circus. And me and my sister seriously nearly pissed ourselves watching Bottom, Men Behaving badly and Gimme Gimme Gimme every weekend.
As for violent or gory stuff, my parents used to sit me in the front of the TV to watch animal documentaries and sometimes they would die brutally. So when I encountered my first crushed, rotting, dead starling in the school playground with it's skull open and decaying brain and eyeballs exposed, I was more fascinated than horrified. Not the case when I saw my first human corpse, though...