My favorite moral is that a princess is someone who rules with love and compassion. Twilight learned how to be a friend, so she deserves the responsibility of ruling Equestria. This also teaches that if you become your best self you can become anything. Twilight didn't have to marry a prince to become a princess, and her royal duty is not just to be pretty and wear dresses like many Disney movies want kids to believe (I still love Disney though).
"Since you've come to Ponyville, you've displayed the charity, compassion, devotion, integrity, optimism, and of course, the leadership of a true princess...we're all your students now, too. You are an inspiration to us all, Twilight." ~Princess Celestia
This song sums up another great moral.
http://www.youtube.com/watch?v=DOb9kkiz45Q