Pokemon Life Lesson: Be happy with who you are. I wasn't sure about this one for a while. Some of the other messages have been "You can be anything you want" and "you can change" and this one flies in the face of those. I think the balance is important though. As much as you can change, some parts of you are still immutable... and you should love yourself for who you are instead of always trying to be better. You should strive to be what you want AND be happy with who you are, in equal parts, if you can.
(In the tv show, Caterpie is super cute but Misty is afraid of bugs. All he wants is to be friends with Misty, but he can't change who he is. Ultimately I think she gets over her fear, but poor little Caterpie has to love himself too).