Conquering fear is a huge theme here. Friendship, love, bravery, and loyalty are always major themes in the series. So is the idea of making good choices.
Scary images for a PG-rated film. Children are in peril, often at the hands of magical creatures: Dementors (black-robed floating beings that suck the happiness out of people) attack Harry and others, making Harry hear the sound of his mother dying as he passes out; they almost administer "the kiss of death," extracting a character's soul through his mouth. A hippogriff (eagle-horse mix) is provoked and strikes a student; the same creature is executed by a hatchet (heard, not shown). A boggart in a class demonstration changes shape to match what students are most afraid of (and kids learn to fight their fears with laughter). A large dog breaks Ron's leg. Adult characters threaten to kill another. A werewolf chases Harry and Hermione. Harry believes he is marked for death and stalked by a murderer most of the school year.
Some mild flirtations between Ron and Hermione.
A few "bloody hells" and a "damn."
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.
Drinking, Drugs & Smoking
Butterbeer is introduced (a magical-world drink with a pinch of alcohol) and the kids go to a pub in Hogsmeade.