To me, the moral of the film was very simple: Don't forget to have fun.
The dad (Will Ferrell) was so focussed on building his perfect LEGO universe that he forgot to enjoy it. Everything became about building a perfect world and then freezing it in that perfection forever. Young Finn reminded him that the purpose of hobbies and play is to have fun, of which expressing wild feats of imagination is a major aspect. One he knew that, he was happy, maybe even a little spiritually renewed to be part of his son's playful adventure world.
This is a lesson a lot of us adults on the Internet can learn. I see it in almost every fandom with which I'm associated: an obsession with continuity, internal consistency and the like. Somewhere along the line (and I'm guilty of this sometimes) we get so focussed on things being right that we forget that they also need to be good. What's the use of watching a show just to look for continuity errors and then bitch about it in your blog? What's the point of buying a construction toy and then sticking it on a shelf, never to be disturbed again? What's the point of writing a fan-fiction or making a fan-art if you're so obsessed with being 'canon-compliant' that it might as well be a transcript or bit of production art for the show/movie?
It's this po-faced perfectionism and nit-picking that murders fandom after fandom and turns them into a drag to be associated with. It's really this that pushed me out to the fringes of the Star Trek and Star Wars fandoms and makes it super-hard to participate in the Harry Potter and MLP fandoms sometimes.
If we want 'everything to be awesome', they must be products of our heart as well as our mind. Once we stop having fun, then it becomes a chore, not recreation anymore.
I just saw the movie today and, well, that's the message and the life lesson that I got from that experience.