In "Marooned", Red and Boober are trapped in a cave-in and running out of air. They both quickly recognize the symptoms of this. Suddenly, living underground doesn't seem quite so charming and carefree...
Here's another one, reprinted from the Muppet Wiki: "Wembley has such a bad bonkleberry allergy that the smell of bonkleberries makes him bonk, and touching one will cause him to lose consciousness. It is unknown what would happen if he ate one."
In "Wembley and the Mean Genie", when Gobo and Red consult the Encyclopedia Fragglia's entry on the Genie, it lists "stealing, lying and breaking things" as his good deeds, with his bad deeds undisclosed and nothing to hint at what they were aside from Gobo and Red's shocked reactions. With mundane wrongdoings being considered the nicest things the Genie has done in comparison, it raises unsettling thoughts on what actionswould qualify as the Genie's "bad deeds".
The intro features more than one Mokey. The second verse of the theme song (the "doozer verse") features the Doozers singing and working while Mokey sits in the background watching them. Then the core five pops up to finish the verse. Mokey is, of course one of them, while another Mokey is still visible in the background. Technicalities aside (more than one muppet), how did she manage to be two places at once?
Several songs feature the Fraggles singing about things they wouldn't have heard of. One particularly glaring example would be "Catch the Tail by the Tiger", which features the line "A bird in need is a friend indeed" in its chorus. One season later, the Fraggles encounter a bird - which they immediately refer to as a "tree creature".