This is going to be short, both because I forgot to take notes on the book around the time I read it and because it's probably one of the books that I find the least interesting in the entire series. But going through Fool Moon gets you Grave Peril, so here it goes!
Fool Moon begins with Harry knowing best. That's not particularly surprising, since it remains one of his defining traits throughout the series, but it's the starkest demonstration of the downside of the trait. Harry doesn't bother to help Kim, or even really try to find out what she's doing, he just tells her not to do it. He tries a few other arguments, but again, they boil down to: Harry Dresden knows better than you.
Knowing his own personality, it's hard to imagine how he thinks that she's actually going to take his words to heart, but that's what he does.
Needless to say, she doesn't listen to him and gets brutally killed.
Unfortunately, Harry doesn't learn from trying the tactic on Kim and tries it on Murphy next, not wanting to explain why Kim was messing with the circle or what his connection to her is.
Which is why it isn't surprising when Murphy arrests him instead. I love that Murphy, at least, doesn't buy the act from him. In fact, her actions are one of the reasons I found the series bearable after Harry kept pulling the same stuff: the narrative is completely willing to prove Harry wrong. Kim dies, and even Harry admits that he bears responsibility for her death. Murphy's actions are treated as mistaken but legitimate responses: and if Harry had been more forthcoming and told her about the loup-garou, a lot of people might not have died.
That Harry later admits that fact and starts to change in response is one of the things that really saves the series for me.
There are two other threads of the novel that have echo throughout the rest of the series. The first is Harry's leather duster. Susan gives it to him, imbuing it with emotional significance much like Harry imbues it with spells. It's hard not to read the incident as foreshadowing to the fact that Susan helps create him. She is instrumental to the wizard he becomes and that starts here.
The second is the hexenwulf belts that the FBI agents get. While a neat plot device on their own, Butcher uses them in a way that seems problematic. Harry discovers that someone else gave the FBI agents the belts. He uses that fact with the ThirdEye from Storm Front to claim that someone's after him. His primary argument seems to be the fact both Sells and Denison had access to more powerful magic than they should. However, in the second book of the series, especially considering that only one other wizard has appeared, it seems that the reader doesn't have enough basic information about Harry's world to tell if that's an accurate conclusion or not.
It's not so much of a problem in Fool Moon, but Harry keeps using the belts as evidence that someone powerful is after him throughout the rest of the series and I'm not sure the argument holds up. This is a world where a wolf shape shifted into a human and then taught a group of nerdy college students to be werewolves. That seems way stranger to me than magic belts.
But maybe I'm just missing something there. Thoughts?