Bravery and Heroism
In addition, Pixar adds their first female lead to Disney's princess line--but don't expect her to be like the other princesses. Plus, as a period piece, we get to explore a fantastic (as in fantasy-based) Scottish setting during the time when clans reigned.
Actually the movie probably isn't limited to just one lesson. As with any good story, there tend to be layers of lessons. The movie begins with the moral: "Legends are lessons that ring with truth." Which, of course, lets you know you better pay attention to the story that follows.
Of course the main moral is bravery. There is a good amount of courage-in-the-face-of-danger bravery. And as only Celts could, we see a princess adept at archer, climbing cliffs and facing a menacing bear.
But bravery also shown as character. A big part of the story hinges on being able to swallow pride and admit one's mistakes.
Not everyone is going to like the movie. There is a witch--which some will balk at the spiritual implications of--and there is a strong female lead--which some will also balk at--but we enjoyed it. Again, not Pixar's best, but it was a good movie.
The Avengers doesn't have such a blatant lesson. Though I think it shows us the need to accept help and work together to accomplish something bigger than our individual self. It does have plenty of action (it was actually a little overwhelming for us--the last hour was nonstop).
Heroes are always welcome, though. We live in a world in need of bravery and heroism. But you don't need to be a princess or a Norse god to be brave or heroic. Those are qualities we can develop, simply by doing what needs to be done when compassion, justice or humility are needed.