Our introduction/gathering activity was the Lost Sheep coloring page from our book, EZ Bible Stories, (link to follow if I can find this online...I purchased this at Family Bookstore).
In circle time, we read out loud the story from our Beginner's Children's Bible which is easy to read and full of colorful pictures.
We then played the "lost sheep" game. Prior to class, we made up sheep hats for each child. In past years, we've made them in class, it is easy and fun to do, but the catch is that the glue takes awhile to dry, so this would work well to do on one day then play the game the next day. To make the hats, we purchased white foam visors, for $1.00 each, from our local Michael's Craft Store. We also purchased large googlie eyes from Michaels, and several bags of triple-sized cotton balls from the drug store. We glued the cotton balls to the visors, using either hot glue gun (me) or white elmer's school glue (my seven year old "helper" daughter). We also purchased a safari style foam hat from Michael's...I would have loved to have a shepard's hat but wasn't able to find one on short notice. I've posted both the visors and googlie eyes on my Amazon store if you want to order them online.
To play, one child wore our "shepard" hat and the rest wore their sheep hats. The shepard had to hide in a corner, while one child was selected to be the lost sheep by giving the child a small item to hold onto (we used a dice). The sheep went around on all fours making "baa" sounds, while the shepard was then released to find the lost sheep. He or she would approach each sheep and ask if he or she was the lost sheep, and if yes, the sheep would answer with two "baaas" and for no they would answer with one "baa" This continues until the lost sheep is found, then we had the lost sheep be the shepard, and the former shepard pass of the dice to pick the next lost sheep once the shepard was back in the corner. We continued until all the kids had their turn at each role.