Some Anvils Need to Be Dropped: The Cucumbers of Cool episode points out how being trendy isn't worth the stress of staying cool and if you want to be mundane, there's no shame in that. Noel even lampshades at the start of the episode that he wants to do some social commentary.
Squick: Smooth is half-human, half-anteater. The implications of this are glossed over for all of two seconds before we see that Smooth's mother is an anthropomorphic anteater, making it less gross considering the tone of the series.
True Art Is Incomprehensible: Series one was very willing to risk alienating a large chunk of its audience in order to dip into the deepest depths of surrealism.
The Woobie: Dondylion (trapped in a small room, underfed, surgically deprived of his penis, and going insane); Roy Circles (lost his wife, banned from family gatherings); Fantasy Man (taunted by chavs and betrayed by his own narrator); Noel himself (okay, so he doesn't actually suffer all that much, but look at him crying over his stolen Fab lolly and tell me you don't want to hug him).