One key theme of "The Lottery" is the danger of tradition and blindly following along. The characters in the story simply follow the tradition of the lottery because that is all they have ever done. They don't quite recall how the lottery started. They don't recall all of the original ceremonies. They just perform it as best they can because it has always been done.
An important character to note here is Old Man Warner. He proudly declares that he has survived 77 lotteries. When some of the younger village members bring up the idea that some other places have given up their traditions regarding lotteries, Warner states: "There's always been a lottery." Clearly just because people have always done something justifies its existence in Warner's eyes.
Certainly the villagers must believe murder and violence are wrong, for the village seems a nice, safe place. The villagers seem rational and peaceful enough too. Yet when Mrs. Hutchinson's 'wins' the lottery, the entire community doesn't hesitate to turn on her. No one - other than Hutchinson herself - seems to question what is happening, even-though one must assume that Hutchinson, as part of the community, has helped stone to death previous lottery winners.
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Something else that the author is pointing out is that we need to be aware of the danger of tradition for tradition's sake. Just because something has always been done a certain way does not mean that there is not a better, more efficient, more humane way of dealing with the issue. As times change and technology, etc. advances, our procedures, techniques, and reasons for doing things in a particular way or at a particular time of year should be re-examined.
Certainly this was brought up several times in the story--mostly by the younger members of the community who even cited other towns which had done away with the Lottery altogether. However, the older members countered the proposals with the equivalent of "Poppycock and Balderdash! We have always had a lottery and we always will. It's the way we've always done it. Those other towns are without backbones." And so, the lottery took place and everyone, including the reader, is shocked into speechlessness.
One moral in this story has to do with the nature of violence. Violence can occur anytime, and there is no rhyme or reason to it. The most mild-mannered person can be capable of vicious acts.
This story shows a community of seemingly average, peaceful citizens who participate in a horrific ritual of violence and death voluntarily. The village is shown to be a collection of nice, hardworking people who are appear to be like many typical communities, yet they have a tradition that singles out an individual to be brutalized and killed. These people spend much of their time as neighbors and friends, yet their ritual requires/allows them to randomly choose a person as the target for their cruelty, and it is carried out without conscience or grief.