My kids want to eat candy for breakfast, but I don't think I'll let them.
Why don't you want them to do that?
Sweets are unhealthy for children. It's not uncommon for people to crave sweets in the morning, but they can prevent kids from concentrating during the school day.
You are making the right decision they need to eat a healthy breakfast. They would do a lot better in school with a balanced breakfast.
My kids keep saying I should let them eat candy for breakfast because it's delicious.
You should stand strong and not allow them to have candy for breakfast, because otherwise they'll get bad teeth and potentially gain a lot of weight. It would just be poor parenting no matter how enticing they may make it sound.