What moral lesson do you find in The Rape of the Lock?

The Rape of the Lock is a wonderful poem, but different readers are going to gravitate to certain sections more than others. Additionally, different readers are going to have different themes and moral messages resonate in varying degrees. The "moral lesson" aspect of the question is very subjective. Pope may have had a specific moral lesson in mind, but not all readers are going to get that lesson. I'm often reminded of reality TV shows about the Kardashians or single bachelors dating when I read this poem. The emphasis that Belinda puts on her looks and the drama that follows over the loss of some hair is comical, yet it's exactly what teenagers that I teach watch and even emulate. Personally, I see moral lessons about vanity and narcissism. I see the poem speaking out against those concepts, but I've had students that fully support Belinda's essential objectification of herself. Her beautification project is even described as a form of worship. Notice the words "priestess" and "altar."

A heav'nly Image in the Glass appears,To that she bends, to that her Eyes she rears;Th' inferior Priestess, at her Altar's side,Trembling, begins the sacred Rites of Pride.

Certain readers buy into the idea that Belinda's beauty and behavior give her control. That is the lesson they learn from the text. I can explain that I don't think that was the poem's intent, but that's the thing about literature—it's subjective.
https://beautyredefined.org/stop-cheering-objectification-of-more-women/

Basically, the lesson is about the false or shallow nature of physical beauty and of appearances in general.
Pope describes a party of young, wealthy people, a sort of early eighteenth-century version of the stratum of society known in the 1960s as the "Jet Set" or "The Beautiful People." Though his mockery is light-hearted and comical, unfortunately there is a touch of misogyny in it as well. Belinda, the central woman of the story, is depicted as coquettish in a frivolous way. Her hair, the famous "lock," is described as being "nourished to the destruction of mankind." It is exaggerated language that is the essence of the mock-heroic style, but Pope still seems to view Belinda herself in a demeaning way.
Pope's additional theme, however—as a corollary of the idea that appearances are of little importance— is the wrongness of vanity. He even seems to be making a feminist statement when he has Clarissa dramatically ask, "Say, why are beauties praised and honoured most?" Clarissa's motive in aiding the Baron's snipping of the lock may be due to envy, but her statement is valid nonetheless. So, despite the somewhat demeaning depiction of women in this story, Pope is debunking the stereotyped view of women as having value only for their looks. This is the centerpiece of his broader theme of the superficiality of appearances and of the glitter in wealthy society, which he describes satirically.

The overriding moral lesson of "The Rape of the Lock" is the sheer folly of vanity. In the poem, Pope ably satirizes the shallowness and superficiality of upper-class English society, a society in which appearance is everything; it's not what you are, but what people think you are that matters.
Belinda is the very personification of this vacuous attitude to life. She's absolutely obsessed with how she looks. Her physical appearance is by far and away the most important thing in her life. She knows just how much power this gives her in a society where good looks are equated with virtue. Belinda is the object of fawning admiration from men and women alike; and she feeds off their adulation, giving her an elevated sense of self-worth.
So it's not surprising that Belinda becomes possessed with murderous rage at the theft of a lock of her pretty hair. To most people, this would seem utterly trivial; certainly not something to get upset over. But in a society so obsessed with physical beauty, it comes to take on a wholly disproportionate significance, leading to an epic cosmic conflict involving an extensive cast of mythological creatures.