ELI5: Why do some materials burn, while others don't?

Hi! I'm a primary school teacher. Today one of my 7 year old students asked me why some materials burn, while others don't. Because I have forgotten most of my highschool chemistry, I'm hoping someone out here might help me help my students.

I understand that burning is the component reacting with oxygen and releasing light and heat (right?). And that to burn you need fuel, oxygen, heat and a spark. But why does for example iron, which loves oxygen, not burn? Why do some materials burn, and others melt?