Austen in Pride and Prejudice helps us better understand life in an obvious way and in a subtle way. The obvious way is, of course, pointed out in the title: she exposes to us, in her ironically mild manner, the dangers attendant upon unreasoning reactions based upon either pride or prejudice--or both! The subtle way she helps us better understand life is through the analysis of inner character traits that she details through Elizabeth in particular. Examples are when Elizabeth recognizes her egregious mistakes of pride and prejudice after reading Darcy's letter and sees that her pride causes her to be prejudiced against Darcy while causing her to be prejudiced in favor of Wickham.
"[V]anity, ... has been my folly. Pleased with the preference of one, and offended by the neglect of the other, on the very beginning of our acquaintance, I have courted prepossession and ignorance, and driven reason away, .... Till this moment I never knew myself." (Elizabeth, Chapter 36)
Shakespeare in Much Ado About Nothing helps us better understand through both the plot and subplot (which is the plot and which the subplot is a point of debate). In the plot (or subplot), Hero and Claudio demonstrate the harm of pride and being easily persuadable. Claudio nearly destroys Hero's happiness and life when he condemns and denounces her because he allowed a hoax to persuade him of false truth; he yielded without any attempt to investigate and find proof.
Sweet prince, you learn me noble thankfulness.
There, Leonato, take her back again:
Give not this rotten orange to your friend;
She's but the sign and semblance of her honour.
Behold how like a maid she blushes here!
O, what authority and show of truth
Can cunning sin cover itself withal! (IV. i)
In the subplot (or plot) Beatrice and Benedick demonstrate the harshness of arrogance and insult, which their friends scheme and plot to break through. This is an oppositional situation from Hero and Claudo's because being persuadable does good, not harm. Persuasion here is good because it did not invoke the destruction of reputation and happiness but rather gave opportunity for increase and happiness.
Wilde in An Ideal Husband helps us better understand life by illustrating the folly of idealizing an illusion of perfection and draping the illusion over the life of another person, in other words, not seeing reality but inventing an idealization of a person's qualities. When Robert Chiltern disappoints Lady Chiltern through the unraveling of his dubious past, she is so crushed that she withdraws her love (in a reverse scenario of Ibsen's A Doll's House) and rejects her husband for being a failure.
Lady Chiltern. Don’t come near me. Don’t touch me. I feel as if you had soiled me for ever. Oh! what a mask you have been wearing all these years! A horrible painted mask! You sold yourself for money. Oh! a common thief were better. (Second Act)
If there is anything to be learned from Jane Austen’s Pride and Prejudice it is social morals like pride and prejudice. Shakespeare’s Much Ado About Nothing also shows how noble people should not act. Both stories deal with human interactions, and show appropriate and inappropriate responses.
Also, look at the topic of pride. Beatrice and Benedick are both full of pride in Much Ado About Nothing; while Darcy and Elizabeth bear the pride in Jane Austen.