She saves the day
My daughter loves this so much, and although she's a princess (this Mommy isn't big on princess stuff), she saves the day! My daughter loves to say Nella's phrase, "My heart is bright, time to be a Princess Knight!"
Friendship and respect are often featured, and each "episode" is really two mini-episodes, so it works well for short attention spans or if you are letting them watch one short cartoon before doing something else. Also, Nella herself is mixed-race, which may be nice for some families to see a reflection of themselves.