My son was diagnosed at 37 months and started the pump at 40 months old. He is now almost 6 years. We were still in the honeymoon period when he started on the pump.
First of all, the pump is a fantastic and very effective means to control his blood sugars - you can comfort yourself with the fact that you have made a wise decision which will offer you greater control of his blood sugars. Lucas always woke up if we had to give him insulin injections in the middle of the night and now he sleeps right through it. Also, he was so little that we were using diluted insulin which is not as an exact science as one would hope - the pump allows us to use regular insulin. Really little guys also have metabolisms that burn through long acting insulin at different rates...once you get set up on the pump, the basal rates can be fine tuned to match his needs very closely and since it is all short acting, you don't have to worry about it wearing off in less than 24 hours.
All this being said, we had a few months of difficulty when we first started. Be mentally prepared for this so you can stick with it because it is so worth it. The difficulties we had were likely because we got him on the pump so quickly after diagnosis, but he was bouncing up and down quite a bit immediately after going on it. After fine tuning and expertise gained he does great.
find an insertion device that works best for you and your little guy - don't be afraid to ask you doctor if there is another option if you either get kinks or if you son cries when you do it.
Cargo pants! these work great for the pump. I cut a hole inside the pocket just big enough for the clip to go through. I feed the the tubing in the hole and through the leg of his underwear and plug him in. This way there is no exterior tubing to get caught on something when he is climbing or wrestling. He can still pull pants and underwear down for bathroom breaks.
At nighttime we use a baby sock to put the pump in and a diaper pin to pin it inside his PJ's.
swimming - find bathers with a pocket with velcro - once he starts really swimming you can just unplug while he swims( if doc says ok) so he does not go low - one of the great advantages of the pump is you can stop getting the basal temporarily.
Hope that helps! Good Luck