Title says it all.

Pepper (the panda in the show, not me) often has pretty bad nightmares. He feels better after talking about them to any one of his friends. Mostly to Brianna. 

Whenever he and Hedgehog go to see a scary movie, Oscar acts all macho like he won't be scared of it to try and make her laugh.

We know that Susie snores a lot, but she also has a tendency to purr when she's sleeping. Betsy, Erica and Alice don't usually hear it. The purring only gets loud enough when she's having a REALLY good dream.. 

Even though Max is a bat, which you'd know if you read the wiki article about him, he finds hanging upside down embarrassing for some reason. It may be because he doesn't know what the use of doing it is if he doesn't have wings or more likely because he cares about what his friends would think if they saw him doing it.

The moon can watch a person's every move because he's, well, the moon, but this also means he has to watch them doing suspicious things. At times like that, he wonders what the deal is with some people.