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.
Butterbeer is introduced (a magical-world drink with a pinch of alcohol) and the kids go to a pub in Hogsmeade.