Though the message doesn't come until the end, the importance of play, creativity, and parent-child togetherness is a big takeaway. Also, that you can be extraordinary if you believe in yourself and take action. There are some deeper messages about how bland aspects of popular culture are, when everyone sees the same shows, listens to the same songs, and drinks the same expensive coffee. Teamwork is another positive theme.
Lots and lots of Lego action and peril, including gunfire and explosions; all are depicted with Lego pieces. Lego characters are "beheaded," erased with nail-polish remover, super-glued in place, kidnapped, captured, and "tortured" (their minds are probed for building instructions).
Emmet has a crush on Wyldstyle, who is dating Batman. Some intense gazes are followed by hand (claw?) holding.
"Dang it," "darn," "rubbish," "what the heck," "stupid," are all said infrequently.
It's a movie about Lego characters, many of which are merchandise tie-ins to movies, comics, and books, like Batman, Gandalf, Dumbledore, Superman, Green Lantern, Han Solo, Lando, and Wonder Woman. All of the new characters are also available in various Lego kits and minifigures.