Why do the adults keep referring to the term "good fishing" in Number the Stars?

Fishing is code for helping Jews out of the country.

Annemarie is puzzled when she overhears a conversation between her father and Henrik, her uncle. Henrik is a fisherman.  It is a good cover for clandestine activities.

"So, Henrik, is the weather good for fishing?" Papa asked cheerfully, and listened briefly.

Then he continued, "I'm sending Inge to you today with the children, and she will be bringing you a carton of cigarettes. (Ch. 6) 

Annemarie knows that they are not really talking about cigarettes, but she does not know what they are talking about.  Annemarie realizes that they actually are talking in code, and her mother is not sending Henrik a carton of cigarettes. She is sending him a little Jewish girl.

Why was Papa speaking that way, almost as if he were speaking in code? What was Mama really taking to Uncle Henrik?

Then she knew. It was Ellen. (Ch. 6)

When her mother, Ellen, Annemarie and Kristi are on the train, a German soldier stops them and asks them if they are celebrating the New Year.  He is trying to trick them into admitting they are Jewish, because the Jewish New Year is in October.  Annemarie’s mom doesn’t take the bait.  Krisiti chatters to the soldier about her shoes, and the soldier moves on.

Children have to mature prematurely in wartime.  Annemarie's parents try to tell her as little as possible, on a sort of need-to-know basis, because they do not want her to slip and say the wrong thing to someone.  As Annemarie demonstrates that she can be trusted, her parents begin to involve her more and more.  She even helps with Resistance activities, because she is a child and no one would suspect her.