What is the message of "The Necklace" by Guy de Maupassant?

De Maupassant's "The Necklace" has at least a few messages a reader can take from it. Madame Loisel is a good example of how not to conduct one's life. She has a sense of entitlement based upon nothing, cares too much about appearances, and lacks the courage to be honest with others. 
Although Madame Loisel is from a family that is not wealthy, she believes she is entitled to live a life of great ease and luxury. This belief is not based upon any sterling quality she possesses, such as industriousness, kindness, or intelligence. It is premised upon her appearance. Madame Loisel thinks her face should be her fortune. Her downfall at the end of the story, in which she must live in even greater poverty than she had at the beginning of the story, is largely attributable to this sense of entitlement. Thus, the story has a message about the dangers of a sense of entitlement. We are meant to earn what we get, not rely upon superficial appearances to make gains.
Madame Loisel also cares a great deal about what others think of her. She does not care about others' thoughts on her character, though — just her appearance. This leads her to borrow what she believes to be a diamond necklace so she can present herself as a wealthy woman at the event she and her husband attend. She refuses the flowers her husband suggests as an adornment, believing this would label her as poor. She does not don her outer garments until after they leave so no one can see those garments are not the very best. Her very short-lived sense of triumph at the dance is based upon the admiration of others, admiration based solely on appearances. The lesson here is that appearances are not important in the long run. Being the belle of the ball does not pay the rent or save the world, and it is incumbent upon us to focus on our characters.
Madame Loisel is even dishonest to her friends. This story would have had a very different ending if Madame Loisel revealed to Madame Forestier that she lost the necklace. She would have learned the necklace was not made of real diamonds, and, while her friend might have been briefly annoyed, it certainly would not take years of hard labor for Madame Loisel to pay for an acceptable replacement. Another message in this story, then, is that honesty is the best policy. 
While a reader can perhaps empathize a bit with Madame Loisel, who is young, pretty, and a little bored, she is not a very sympathetic character to most people. Her sense of entitlement, concern about appearances, and dishonesty lead to her downfall, and most readers seem to feel it is a deserved comeuppance for her.