Don't Hug me I'm Scared

[The world will shine with light in our nightmare]

I still can't get myself to believe the human mind's ability to generate creepy things...

Anyways, what's the "moral of the story" supposed to be? That real creativity consists in some form of macabre insanity?

It's a critique of the effect that little kid shows have on their viewers.  The people who made this feel that children's shows teach children to think a certain way (hence why the notebook said green is not a creative color, and poured ink all over the clown painting).