The National Association for the Education of Young Children (NAEYC) has a lot of interesting information for parents, as long as you can translate it from teacher-ese! A 2010 article, "Linking Literacy and Movement" discusses the importance of movement and exercise in learning - specifically literacy. This is why in our storytimes, we do a lot of dancing, fingerplays, and rhymes with movement.
Literacy: "There are many links between literacy and movement. Movement and language are both forms of communication and self-expression. Body language is a distinct method of communication, and it is believed that 'ideas and feelings expressed in words actually begin in the body . . . Before you write or speak, there is a physical response' (Minton 2003, 37)."
Writing and Communication: "Stringing actions together to form sequences is similar to linking words to form sentences and eventually paragraphs. Both require children to choose components that flow naturally. Both also require breathing room (a pause in the action, or a comma) and an ending (a full stop, or a period). When children learn, create, or dance to songs, they experience flow and phrasing. When the songs have lyrics, children must think about the meaning of the words. And because those words are important to them, they have much more relevance than a vocabulary list or a spelling list."
Long-term effects: "Explicit learning may be quicker than learning through physical experience, but the latter has greater meaning for children and stays with them longer. There are many reasons for this, including the fact that implicit learning creates more neural networks in the brain and employs more senses (Jensen 2001). Another reason may be that implicit learning is simply more fun!"