Fill a large, clear container with rocks/pebbles/marbles. Ask your students, "Is it full?" They will answer, "Yes," as no more pebbles can fit in.
Now pour sand in over the pebbles until the container can hold no more sand. Ask your students, "Is it full?"
Finally pour water in over the sand and pebbles until the container can hold no more water. Ask your students, "Is it full?"
At this point, you'll get some students convinced that it is full, but others will now be skeptical, based on what you've showed them so far.
Ask those students, "What else would fit in this glass?" You're working toward the idea of atoms being tiny particles, so small (some of them) that they could squeeze in between the molecules of water. Once students have an idea of how small atoms are (sort of, it's awfully hard to truly understand how minuscule they are), you can proceed with your study of atoms.