Wind Whistler: It is illogical to begin a long journey just as the sun is setting.
How did the Sea Ponies survive out of water that long in The Magic Coins?
Molly and Danny were able to find them a little water, but they wouldn't have made if they had to wait much longer. It's not that they need to be submerged in water all the time, but they can't live without coming into contact with some water.
"The Revolt of Paradise Estate" shows that they actually have a TV set in Paradise Estate. What kind of signal could they possibly pick up in Dream Valley?
"The Fugitive Flowers" has an Accidental Aesop that counteracts/builds off of its apparently Broken Aesop that, while the ponies did judge the Crabnasties as being the bad guys and the Flories as the good guys because of the former looking nasty, they also did so because the Crabnasties were hostile to begin with, ripping through the forests and refusing to stop and explain themselves. So the episode's aesop is both "you can't judge a book by its cover", but also "Poor Communication Kills" — the ponies were wrong for judging the Crabnasties by their looks, but the Crabnasties were wrong for not trying to be more diplomatic.
"It isn't logical to begin a long journey just as the sun is setting." Of course a flying horse would question the wisdom of Riding into the Sunset (at the end of the day when you're more worn out than you would be if you waited to start until morning, and likely being a waste of work and effort since you probably won't get very far before you have to stop for the night), and of course this question would never occur to a human. Why should a human rider care how long the journey is going to take? It's the horse who does all the work!
In "Bright Lights", Knight Shade's first words are "Knightshade is my name. You say you want to meet me? I say that that's a shame." Given the situation thathe's in with Arabus, those lines are actually a huge bit of Foreshadowing.
During the confrontation with Lavan at the Heart of Ponyland, Lavan mentions that he hadn't gained full control over his power yet, as shown when a barrier that blocked him once before shattered in seconds the second time. If 'cause disasters over an entire country' is what Lavan is capable of at that point, just what would Lavan have been able to do if he'd been at full power?
When Surprise crosses the rainbow to get Megan in "Baby it's Cold Outside", we can see that everything is covered in snow on the other side as well. Unless there's an offset in seasons on both sides of the rainbow (and if other episodes are any indication, that doesn't seem to be the case), it means that King Charlatan's icy powers can actually cross over to the human world, which judging by his abilities would eventually bring upon an apocalypse...
Sure, Woebegone may have had his curse lifted and now he can finally start a new life, but nothing can change the fact that he spent a considerable part of his childhood, his entire adolescence and God knows how many of his adult years being poor, homeless and alone, and he will never get all those years back.