Friendship, love, bravery, and loyalty are always major themes in the series. So is the idea of making good choices.
Kids are in peril often, but at the hand of fantasy creatures most of the time: giant spiders attack, and a basilisk (giant serpent) has Medusa-like abilities, nearly killing characters and putting them in a rigid, comatose state -- it chases Harry in a really tense scene. Harry falls from his broom and breaks his arm, then bones in his arm are magically removed. A house elf punishes himself by hitting his head repeatedly. In a practice wizards' duel, students and teachers are thrown to the ground and a (small) snake threatens a student. A spell backfires and Ron coughs up slugs. Harry almost falls out of a flying car. Two main characters almost die in the film's climax.
Hermione is called a "mudblood" by Draco, an offensive term in the Potter world meaning "dirty blood."
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.