Poe's stories and poems are usually dark and pessimistic, often invoke the malignant supernatural, demonic possession, and death, and usually show deterioration of the narrator.
I think Poe sums up his ideas in “The Imp Of The Perverse”. The narrator proposes that if we are to understand humanity, we should study man’s actions. Then we will find that men often act irrationally and against their own best interests. To the argument that men, after all, are essentially benevolent to each other, he replies that the same men can be irresistibly possessed by the demonic “Imp of the Perverse” to do something harmful which they would not do in their right mind. For example, we procrastinate doing things we want to do immediately; standing at the edge of a cliff, we feel the urge to jump off.
Having finished this exposition, the narrator commits a murder. For many years he lives in safety, health, and wealth (which he acquired by having done the murder). But at last he is driven by a perverse irresistible urge to confess his crime. He writes this story from his death cell.
Poe portrays man as being surrounded by forces of evil: if he yields, he is subject to immediate retribution. The story “A Descent Into The Maelstrom” expresses this idea metaphorically. The Maelstrom is a violent whirlpool in the sea, which can appear without warning and suck an unlucky ship down to its death.
His poems are well worth reading. Poems like “Annabel Lee”, “The Raven”, or “The Conqueror Worm” are as dark and grotesque as his stories. Even the melodious “The Bells”, which I think is the most striking of Poe’s poems, sings of a sequence of bells: first, silver sleigh bells, then golden wedding bells, then brazen alarm bells, and finally the iron bells of the death-knell.
See the reference for the text of most of Poe's works.
This is an interesting question to think about, because I think that Poe's main aim in a lot of his stories is to entertain and awe the reader. A lot of his characters are slightly mentally deranged, or tell stories of supernatural or bizarre events driving them to violence or madness. What lesson is there in that type of story, other than that all humans have a dark side?
In "The Cask of Amontillado," the best potential messages come when thinking of the themes of revenge and pride. Montresor is fixated and obsessed with revenge, all because of his wounded pride. That wounded pride drove him to murder. Poe's message could be that pride is a nasty vice that humans are all subject to, and if we aren't careful, our pride can lead us to do awful things. Also, revenge is a greedy companion, one that will suck up your joy for life, and all other pursuits. The pursual of revenge asks a great cost: human decency and morality.
I hope that those thoughts help to get you started; good luck!