"With young children like my 3 yr old, I am very tempted to give at least one reminder, another chance, before they get a consequence. So if he starts to whine and say no to an instruction, I remind him of each of the steps and encourage him to do them. Is this teaching him that it is ok to whine first and not to start out with the appropriate response? Or is it just pre-teaching? Is there a limit to how many times pre-teaching should happen? How can I tell if I am trying to govern him or just pre-teaching and giving him a chance to understand what choice he is making?"
If a child whines and then you pre-teach, and then the right choice is made, you can alter behaviors. But, if you want the child to learn that whining is an inappropriate way of communicating, you have to pre-teach before the instruction and then if the child whines immediately take him to time out or tell him what negative consequence he earned.
If you do that and the child still whines, start with a corrective teaching by describing, "Just now I gave you an instruction and you chose to whine..." or "Right now you are whining." Let that be a que to stop the behavior. If they choose to stop whining right when you say that or ask for a 2 minute cool down, then praise them for their self mastery and control, and tell them that since they chose to stop whining they will only loose half of the original privilege lost or time to be served on time out. Make sure you make big deal out of the fact that they chose good.
If you prompt after whining to get results, you will teach him that whining is still an OK response to a NO or an instruction etc. He will never be motivated to choose to break the habit.
Some people tire of pre-teaching, but try not to let yourself assume that if you told them once they will always recognize the same situation when it comes up again. They might not. Some children only need to be pre-taught one time to always do something a certain way. Others need prompts on a regular basis. If you sense that they might need extra comfort before a certain NO or instruction. Eliminate their anxiety by pre-teaching.
We never want to see our children fail or choose to hurt themselves, but if we always give them a way out of every uncomfortable thing they earn, then we are teaching them that their happiness is dependent upon another person instead of their own choices. Huge life lesson to spoil because it hurts us to see them choose wrong. Besides, we want them to make some wrong choices at home, where the environment is SAFE, so that they are ready to only choose right out in the big scary real world.