Plenty examples of courage, teamwork, and loyalty. Friendship, standing up for others, expressing compassion, generosity, perseverance, and the triumph of the underdog are also strong themes.
Kids are in peril often, mostly from fantasy creatures. A three-headed dog chases Harry and friends. Harry and Draco see a dead, bloody unicorn and are chased by a hooded figure in the Forbidden Forest. Harry and friends fight a troll and knock it unconscious, are nearly crushed by a constricting plant, are chased by flying keys, and pummeled by a life-sized chess board. One character dies by turning to dust. Mostly friendly ghosts roam the halls; the ghost Nearly Headless Nick shows how he got the name. Flashback to the (bloodless) death of Harry's parents and much discussion about how they died and the one who killed them.
While the candy mentioned wasn't originally real, it is now: Bertie Bott's Every Flavor Beans, Chocolate Frogs, Jelly Slugs, and more. And then there are the action figures, Lego playsets, wands, Band Aids... you name it.