You might decide that the best moral lesson we can learn from Little Women is that we each have a special flaw we need to work on and that as we improve by battling that flaw, we become better people. You could state this thesis in your introduction. You might name the flaw that three of the four March girls has, such as Meg's vanity, Jo's temper, and Amy's "spoiled youngest" behavior, and then argue that the novel shows that as each character faces the consequences of her flaw, she becomes more self-aware and has an easier time mastering her behavior.
In the body of the essay, you would expand in greater detail on the flaws of each character. Meg, for example, is humiliated when people gossip about her at the dance in the chapter called "Vanity Fair." She learns from this not to try to be what she is not, while Jo learns in the chapter in which Amy burns her manuscript that holding on to anger can risk the lives of those we love, as seen when Amy almost drowns. Amy learns in that chapter to regret having acted out in burning Jo's manuscript, just as she learns not to show off, in the chapter where she is punished for bringing limes to school. Be sure in this body of the essay to include quotes from the novel that show the girls learning a lesson.
In the conclusion, you would sum up what you said in the body of the paper and perhaps add how these lessons are still relatable today.