I think it's awesome that the main characters in the Cosmere learn that the circumstances of their lives (being skaa, darkeyed, etc.) have infinitely less affect on their happiness than the focus of their lives (helping others, swearing oaths, bringing down the Lord Ruler, becoming a better individual, etc.). Initially a lot of them are angry at their circumstances, but most (if not all) of the good characters move past that and focus on bettering themselves, and that's a really good message for today's world.