People morn over their dead Pokémon in a cemetery
The Pokemon battle sequences are mostly mild, so no adults should worry about showing this to their children.
In episode 2, Cubone/Karakara has lost his mother Marowak/Garagara, who is said to have been killed in the Japanese version, because of Team Rocket. This may be kinda sad for some children.
Also in episode 2, characters go into Pokemon Tower, which is said to have been haunted by some real ghosts. Some scenes may be a little bit scary for some younger children.
In episode 3, Team Rocket has hijacked a company, and appears to be kinda cruel as the team forces some scientists to finish a Master Ball.