Some children may find the Tweenies appearance creepy and scary and may have nightmares. The younger me couldn't sleep for days.
In "Jake's Been Sick", Jake throws up after eating uncooked apples, and the sound may be disturbing to younger children.
In one episode one character dresses up, presumably, as disgraced DJ Jimmy Savile - this was released before the sex abuse allegations. This is a children's show, so there is not much in the way of frightening or intense scenes.