For my first trick, a classic. (If it's not, it should be.)
There were three things that kept Ephraim up at night; he had inherited one, been born on the same day as another, and married the third.
Firstly, Renais. His first few weeks were spent repairing the structure of the war-torn kingdom, his next few organizing a relief effort for quite-nearly-everything-torn Grado, followed by a clear month of becoming increasingly alarmed as it came to light just how much power he wielded. If the legal books he had forced himself to read were correct (which they were, by virtue of being legal books), Ephraim could order the extermination of all rabbits, institute cabbage as the staple crop, make a law that forbade rats from existing and still not be anywhere close to pushing the limits of his power. He was, within Renais, the nearest thing to a god.
It was horrifying. Ephraim half wished he could go mad with power, just so as to not feel the suffocating responsibility.
In the second place, Erika, or more precisely, Erika and Seth. The two of them loved each other; it was as obvious as Artur's hair on a dark blue background. But Seth's overly developed sense of duty prevented him from courting Erika, which she interpreted as a lack of will to do so. She respected his wishes far to much to even drop any hints. Intentional hints, anyway; no matter how deep in denial they were, there's only so fast one can look away after staring, so little time one can hold a blade lock in a sparring match.
Ah, their sparring matches. They were the sort of thing Ephraim would gladly pay to see, if he wasn't married.
Thirdly, Tana, his beautiful, increasingly insufferable wife. She had wasted no time in getting pregnant, and while Ephraim was of course swelling with pride and glad of an heir, the fact remained that she was pregnant, swinging from mood to mood at the speed of thought and a lance fighter to rival Ephraim. Add the the three together and you came up with petrified servants, a wearier-than-usual king and one seriously agitated pegasus.
He'd forbid her to ride, but he rather enjoyed her company. Not to mention his skin.
So there you have it; the worries of a weary king. Mind you, not all of them; those were just what could change. Governmental reform was on the metaphorical table, there were plans in place to get the Silver Knight to confess to the Princess of Renais and in just upwards of seven months Tana would cease to be the Screamer-in-Chief and find a position as Over-doter.
All of which could go disastrously wrong, of course, but what couldn't? Only the second one was more likely to fail than succeed...