Many stories do more than just entertain you, because they also teach you something about life. That something is called the lesson, or the moral. It is the wise idea the author wants you to carry with you after the story ends.
The lesson is usually not written in big letters on the page. Instead, it hides inside what the characters do and what happens to them. You find it by watching how a character makes choices and how those choices turn out.
Here is how to hunt for the moral: look at the main character's problem, then look at how it gets solved. Ask yourself what the character learned by the end. Most of the time, what the character learns is the same lesson the author wants you to learn.
For example, if a bragging rabbit loses a race because he stopped to take a nap, the lesson might be that slow and steady wins the race. The story never says those exact words, but the ending shows it clearly.
Lessons matter because they help you make good choices in your own life. When you read about a character who tells a lie and gets in trouble, you learn to be honest without having to make that mistake yourself.
So after you finish a story, pause and think about what it is really trying to teach you. When you can say the lesson in your own words, you have found the treasure hiding inside the story.