I think that Jackson's story demonstrates the pain of not belonging. This happens on both a literal and symbolic level. From a symbolic level, one member of the community is chosen to be targeted as someone who does not belong, as one who receives the wrath of the community. From a literal point of view, the person who does not belong is stoned into a bloody pulp. The reality is that the tradition is one that solidifies the strength of the community and the strength of belonging at the cost of another, at another's expense. When Tessie is victimized by the community, it shows how individuals who do not belong are treated. They are isolated from the whole, and they receive the wrath of the group. The "tyranny of the majority" demonstrates why not belonging can be damaging. I think that Jackson presents this view of belonging as a statement of what is in the hopes of transforming it into what should be. When we see Tessie abused for the reality of not belonging, it makes the reader pause and reflect how this is done in other settings and contexts in the hopes of galvanizing resistance against it.
In "The Lottery," everyone in the town is expected to participate in the "program." In this way, crime has been done away with. It is a way of life for this town, but like a lottery, you can never be sure when your number will be called. Usually when we enter a lottery, we hope our number is called, but this lottery offers no prize. In this case, there is certain dread: when your number is called, it's your turn, and you die.
The "belonging" comes from the sense that the entire town is in the same situation. No one is exempt because he is more powerful, more popular, young or pretty. The playing field is level here, in a horrifying way. And everyone is expected to participate—they expect it from each other, in order to be a part of this community. Jackson was able to think outside the box and add a macabre twist to the lives of everyday people. This story definitely has the feel of "The Twilight Zone."