The story of the Three Bears is one of the most universal classics that I remember from my childhood. The narrative is straight forward and easy to remember and lends itself to easy memorization by the youngest listening children.
I remember hearing different versions stressing different virtues that Goldie Locks was lacking from different story tellers at different ages and times. They ranged from not going into other peoples homes and rooms, which is the most obvious moral, to good hygiene and manners.
An interesting experiment to do with your kids is to tell the story and leave the moral off and then ask them what they think Goldie Locks should learn.