Skipping over the shock factor (which is perfectly executed, it leaves a hint of unsettlement thus letting you know something is coming, although not precisely when), I see "Don't Hug Me I'm Scared" as a parable for the loss of control that artists trade off when they work on bigger screens. Their messages are manipulated and their morals are poisioned by other, bigger people.
It's a shame you can't rate all six episodes on here. But yeah, this, this right here is something special. It's able to cover this entire spectrum of entertainment, and influence people of so many various ages. It is creative, and it encourages creativity, in all forms, and how they may appear/be received. Green is not a creative colour.