Well, off the top of my head from Grimm:
--Cinderella: mean deceptive people might get their feat chopped off & eyes pecked out. (In short, Karma. though unfortunately the world doesn't quite work that way, but there's still a bit of "the world can be ugly" too)
--Cat & The Mouse: Never forget that the nature of a predator is predation
--Hansel & Gretel: Don't take candy from strangers. Also, if something looks to good to be true, it probably is. And also that maybe little children are delicious? I mean, the witch had to have her reasons.
--Rumpelstiltskin: Okay, there's some mixed messages here. Lying father, malicious greedy king, deceptive girl... Rumpelstiltskin comes out looking like a hero, saving the girl's life 3 times but then get's cheated out of his last payment & kills himself. But he also wanted her baby. She agreed, but still... anyway no one really comes off smelling of roses but Rumpelstiltskin is the only one dead.
--The Peasant in Heaven: Truly good rich people are very rare
--Snow White: Alright, maybe this one shouldn't on the list. Could be there's a lesson about jealousy in there, and also that maybe you should try the Heimlich maneuver on someone that keels over while eating, but in the end it kind of boils down to some fairly creepy borderline necrophilia.