The stories do show quite a bit of compassion from Frog to Toad. Toad is kind of the standard "Gloomy Gus" stereotype, sort of like Bert and Ernie, where Toad is Bert, and Frog is Ernie. Frog is more rambunctious and outgoing, trying to enjoy himself but still with an empathetic side (except when he lies to his friend about the month).
Message
Various. It's okay to lie to your friends to avoid being lonely. Do nice things for others. It's okay to make fun of people for wearing ugly clothes. Stories are boring. Remind people that you enjoy their company.