Very little to be concerned around here. The main characters set out on a dangerous journey in a cave at the start of the book. After being reprimanded, one returns again after being specifically told not to. This is shown as wrong. The story of 'Hansel and Gretel' is mentioned as a reference in passing, which many versions of can be pretty frightening so probably want to make sure kiddos don't look this up without supervision. Boys refer to returning to 'boring old school', which is not how we want our children to view the opportunity of their education. One more item to mention, that is not a exactly a traditional 'warning'. The first book is extremely short. This can be nice for an early reader, reaching an accomplishment of 'reading a book', but may be frustrating to those looking to dive in on a new story. It feels like more of a 'comic'. If you order, consider buying a set of the whole series or at least a couple of the books.
