Please help need advice

I can’t believe what just happened ! So I had some family over , I have a 4 year old boy ... he was playing with his little cousin that’s a female she is 10 but she looks like she is 7 due to premature ink if that matters but anyways ... I am saddened by what I found out that they were in my sons room “ playing “ the choking game !!!! This is my 4 year old son that I am more that sure his cousin that is older thought him . Anyways I had a good talk with him and he is grounded . This is the first time I’ve had to deal with this ! Any advice please what should I do . How can I explain to my son this is bad I already talked to him , but I am just so shocked and saddened .