1. Emotions are portrayed as independent entities rather facets of the main characters personality.
    It's not Riley's fault that she feels a certain way. Her emotions are in charge and they cause her to feel a certain way. Kids (and adults) need to know that mental health is completely independent from someone's personality and that it is not their fault when they feel sad, angry, etc.
  2. One of the key lessons of the movie is that it's ok to be sad.
    As Riley begins to grow up, we come to find that it takes all of her emotions to make her who she is. Trying to suppress an emotion (in this case, sadness) ultimately causes her to disconnect and lose her personality entirely (a good representation of depression, btw). Obviously, if someone is only sad than it may be an indication of a deeper problem, but it is part of the complex mosaic of our emotions and we shouldn't negate it or cover it up.
  3. When listening to someone's problems, empathize without trying to fix, negate, or diminish them.
    Joy tries to help Sadness and Bing Bong to feel better by distracting them from their problems, but Sadness shows her that the only way to really help is to listen and empathize. Joy is sending the message that it's not ok to feel sad (thereby suggesting that the feelings are invalid), while Sadness sends the message that the feelings are legitimate and understandable.