Accidental Aesop: Can be both good or bad; Gilda and Diamond Tiara were sent home because of their attitude and bullying, seemingly providing the aesop that bullying is bad. However, Sweetie Belle is sent home for making one mistake that anypony could have made and wasn't even entirely her fault, which may be telling readers that you have to do everything perfectly, or everyone will hate you.
The fact that the unicorns are treated as useless due to not having their magic, Pegasus wings, or earth pony power seems like saying if you lose whatever you're good at, you will become completely useless to everybody around you.
Squick: The cupcake-eating challenge. Including Trixie cupcakes, made out of Trixie's fur, hoof clippings, and saliva. Almost everypony reacts this way, and even more when Twilight eats a Trixie cupcake and likes it.