Several lessons about loyalty, friendship, what it means to be free, and not allowing past mistakes to get in the way of being bold and trying again.
Mostly physical comedy and sight gags with the animals -- particularly King Julien and Sonya. The brawling dogs threaten people. The nefarious Captain Du Bois (who's bent on killing Alex as a trophy) isn't afraid of using her trusted dart gun or single-handedly putting three officers in the hospital. Several characters are hit with the dart tranquilizers, and eventually Captain Du Bois gets her comeuppance.
King Julien falls in love with a bear whom he calls his "big hairy beast" and compliments on her fur. They're shown snuggling together, and there are a couple of innuendo-laden jokes that will go over kids' head. Gloria and Melman are together and hug a couple of times, and Alex and Gia flirt and eventually embrace.
Nothing inappropriate, but in one scene Vitaly says that's "BULLshevik" in a way that obviously mirrors how you'd say "bulls--t."
In the movie, a Ducati motorcycle receives a good bit of screen time. Off-screen, there are countless product/licensing tie-ins, from toys to video games to social media efforts.