1) As Arthur is riding out for his fateful duel with the shining knight (who turns out to be Lancelot), Merlin is struggling to catch a fish by hand in a near-by stream. As Arthur rides by, Merlin grabs the fish and then falls backwards into the water as it gets away. He looks Arthur in the eye and says, "Its funny...no matter how smart you are, you always can find something greater than yourself."
2) The other is when Merlin walks into the Hall of the Round Table and looks at Lancelot (who he knows to be having an affair with Arthur's Queen), and asks "What is the most important quality in a knight?" The knights take turns saying things like "courage" and "strength". But then Merlin says "No...a knight's most important quality is truth. For without truth, everything else is a lie."
I often thought about that second lesson during the Clinton years when I heard people making lame excuses for his dishonesty by saying "the economy is going well", etc etc