Episode 1, "Filmed Before a Live Studio Audience"
This is the Toast Mate advert, the Toast Mate is made by Stark Industries. When it's working the light on the front flashes faster and faster with a corresponding beep. This is certainly a reference to the Stark bomb that was defective that hit their home but never went off.
Pietro Maximoff: We were ten years old, having dinner, the four of us. When the first shell hits, two floors below, it makes a hole in the floor. It's big. Our parents go in, and the whole building starts coming apart. I grab her, roll under the bed and the second shell hits. But, it doesn't go off. It just...sits there in the rubble, three feet from our faces. And on the side of the shell is painted one word...
Wanda Maximoff: Stark.
Avengers: Age of Ultron
Of course we see this bomb in Episode 8 as well as Agatha is escorting Wanda through key moments in her journey to become who she is now. And the Toast Mate's light also blips red, further mimicking the bomb.
Episode 2, "Don't Touch That Dial"
This is the Strücker watch. Clearly Strücker is the man who performed the experiments on Wanda with the Mind Stone on behalf of Hydra and it also has the Hydra name and symbol on it. This just seems to be referencing these experiments and where Wanda's powers came from. I can't see anything else to it.
Episode 3, "Now in Color"
This is the Hydra Soak advert. There seems to be more to this than I can think of because the advert contains obvious references to Hydra: the name and the packaging is covered with octopi in the style of Hydra's symbol. However, I'm not too sure on what that reference means in relation to the rest of the advert.
The rest of the advert is clearly telling us how Wanda created the hex to escape from her own reality. She "needs a break" and she has escaped to a world all of her own.
Commercial Narrator: Escape to a world all your own, where your problems float away. When you wanna get away, but you don't wanna go anywhere...
WandaVision, Season 1 Episode 3, "Now in Color"
Episode 5, "On a Very Special Episode..."
This is the Lagos paper towels advert. This one is a clear reference to the events of Captain America: Civil War. In the film we see Wanda in Lagos accidentally divert a blast away from one group to another leading to lost lives and eventually the Sokovia Accords. The tagline for the product is "For when you make a mess you didn't mean to."
I've seen it mentioned that this could also have a second meaning in relation to men stepping in: whether that's Vision becoming more aware in the hex, Vision having to "guard" her at the Avengers compound or Stark and the UN stepping in to create the Sokovia Accords. This is because it's the first advert where the man is doing cleaning up and there's also the line "Husbands can use it too, you know."
Episode 6, "All-New Halloween Spooktacular!"
This is the Yo-Magic! yoghurt advert. This is the first one to reference something that hasn't happened yet but hints at the future. It wasn't clear at the time but it was revealed at the start of episode 8 that Agatha is a witch who can absorb magic. This is hinting at her motivations to come to the hex to absorb the magic... especially once she knew Wanda was the Scarlet Witch.
Shark: Snacked on Yo-Magic, bro! Now I have time to hang fin.
WandaVision, Season 1 Episode 6, "All-New Halloween Spooktacular!"
Episode 7, "Breaking the Fourth Wall"
Lastly, we have the Nexus pills advert. There's a lot to unpack with this advert. If we take it at face value it just seems to be relating to Wanda's creation of the hex and that she needs to move on, deal with her feelings and end what is happening here.
Narrator: Feeling depressed? Like the world goes on without you? Do you just want to be left alone? Ask your doctor about Nexus. A unique anti-depressant that works to anchor you back to your reality. Or the reality of your choice. Side effects include feeling your feelings, confronting your truth, seizing your destiny, and possibly, more depression. You should not take Nexus unless your doctor has cleared you to move on with your life. Nexus, because the world doesn't revolve around you. Or does it?
WandaVision, Season 1 Episode 7, "Breaking the Fourth Wall"
However, it may mean more than that and could tie into Doctor Strange and the Multiverse of Madness. The use of reality could either be the more mundane mention above (leave the hex and return to "normal" life) or could be referring to their universe and their own reality. If that is the case it will certainly play into DS2, especially with the product being called Nexus. However, we will have to wait on that to see.