For some children the shelves, especially in our library, are overwhelming, for others, it is the whole point of coming to the library.
Some children do go after the thickest book they can find.
The only time I really limit is if a 3 wants Goosebumps or some totally inappropriate YA novel. I tell the children that if they come back after school with their grown-up, they make take the book then. Even the threes, on their very first visit to the library, are welcome to go to the shelves if they choose to. Hope this helps. Also what about first grade and non-fiction.