How do you teach kids tactfulness?

I love how kids just say what is on their mind.  They have true honesty, which can be such a precious gift.  But at what age is it not cute anymore? 
My just turned four year-old tonight was having trouble understanding just how far away September is from now.  I tried using our daughter's next birthday as a comparison which just happens to be within days of my due date with our 4th.  So I mentioned to Eli that the event would happen around Alivia's next birthday and he responds with, "Oh, you mean when you get really fat?"  Which I actually thought was cute and funny, but then realized maybe I should be correcting his words.  I don't mind at all if he calls my belly fat, but by no means want him to tell any other pregnant or even non pregnant women they are fat! 
Of course, my first thought is do I use that word, where is he getting it from?  But the real root of the issue is how to teach him not to hurt others' feelings.  How, in my everyday life, can I show him to be kind?  Since I have learned, showing is so much more effective then telling!
The more my children grow, I realize more about myself, good and bad.  I see things they do and say and think, wow, I do that too and never realized it until I watched them!  It is amazing how much these little people can make me want to be a better person/mom/wife/daughter/friend.