How should I tell my son that his nan has died

That is a difficult situation. You should be honest with your son and tell him in a loving and sensitive way. Explain that his nan has died and that he can talk to you about any feelings he is having. Allow him to grieve in his own way and give him lots of hugs and reassurance. You could also provide him with a photo or a memento of his nan to help him feel connected to her.