The song Wander sings to attempt to calm himself down is a parody of "My Favorite Things" from The Sound of Music (1965).
The term "heebie jeebies" refers to a state of fear or anxiety, which is what Wander and Sylvia end up experiencing.
When Wander and Sylvia are leaving the forest at the end of "The Heebie Jeebies", the background score is playing an instrumental version of "Wander Over Yonder End Title Theme".