These are what we call the 'YMMV items.' Things that some people find in this work. We call them 'your mileage might vary' because not everyone sees these things in the same way. This starts discussions in the trope lists, a thing we don't want. Please use the discussion page if you'd like to discuss any of these items.
The Woobie: Sheegwa is the youngest character in the show. So it won't be a surprise thast she will have moments like this. Such the the episode where she became a princess, but later starts disliking being a princess since she can't hang around with her family or have fun at all. Another example would be the episode where she got sick and Dongwa (And later Sagwa) would have to take care of her. One episode had The Alley Cats steal something from her and she would later be heard crying when Dongwa starts looking for her.
One of Sheegwa's official character pictures had her crying. The same picture is also one if the few printable pictures that you would color with that was on the official PBS Kids's Saga webpage
The Bird that Dongwa befriends in one episode would end up like this. After Dongwa befriends the bird, he is later seen talking with The Alley and decides to make fun of her. During the conversation the same bird that made fun of can be seen walking behind him quietly until Dongwa tells the cats about how pathetic she is. Once she heard what he said about her, she silentenly walks away from him and Dongwa turns his head and responds by saying he didn't mean about her. Dongwa starts looking for her and asks his sister Sheegwa where she seen the bird. Sheegwa tells his Dongw that did see the bird. But looked very sad and hurt and didn't want to talk to Dongwa.
Baba Miao could be viewed as this. I one episode, he punishes Dongwa by writing tons and tons of scrolls. Dongwa decides to ask Saga for help, which she accepts by tells him that she will not be doing that again only for the two to get scolded by their father. Later in the episode, he starts having a nightmare/flashback showing a young Baba Miao with his grandfather scolding him about the same mistake that his soon would later do. After the dream ends, he apologizes to Dongwa and tells him that he was a little too hard on him.