Accidental Aesop: If you're feeling jealous about another friend's success or good fortune, talk about it. Even if your friend can't compromise and give you those good fortunes (like Fluttershy did), talking may lessen the jealous feelings you have.
Accidental Innuendo: Rarity: "I'm the one who should be mobbed by strangers wherever I go!"
Harsher in Hindsight: As of "The Last Roundup", we know Twilight got off (for breaking Spike's promise) A LOT easier than Applejack did.
Paranoia Fuel: Pinkie Pie stalking Twilight Sparkle to make sure she doesn't break her "Pinkie Promise". She hides in a bowl of sponges and even takes the place of Twilight's reflection in a mirror!
Squick: Fluttershy's magically forced nose-picking scene in the second fashion show. The ponies (even Derpy) in the audiences are quite displeased.