This is probably more comical than anything else because it is about a pumpkin that has gone missing and a group of young bears (using a detective handbook) and their father, using only his brain (or lack of it as one might suspect) go out in search of it. The problem is that because Papa Bear acts before thinking he tends to get himself caught up in a lot of trouble (such as landing in a pig pen or getting bailed up in some hay).
I'm not really sure if there is any real moral in this story, because once again it seems to have moved beyond basic functions of language to create more of a story than anything else. Maybe the idea in this book is not to be like Papa Bear, who automatically jumps to conclusions without actually questioning the evidence and making a more thorough examination of the scene. In fact the whole idea of there actually being a thief turns out to be wrong, because the pumpkin was never stolen, just reallocated to another place to be used by one of the rightful owners.
As such, we when are out looking for things, or trying to solve a puzzle, we need to not jump to conclusions (like Papa bear) but rather examine all of the facts and from those facts reach the best (and hopefully correct) conclusion.