I don't know that there is necessarily a deeper message. McCarthy is a master storyteller and, first and foremost, a writer. The message I take away from this story (whether it was intended or not) is that the human survival instinct is innate and extremely powerful. We will search for hope in every situation, under every rock if we have to, and if we still do not find it, we will invent hope for ourselves.
I think there is a message about hope, too. The "fire" that the father passes on to his son to keep burning surely can be said to refer to hope in humanity, which is a hope that never dies throughout this excellent novel. It is interesting too that at various stages it is the boy that keeps his father from turning savage like the humans around them. It is his love and belief in others that prevent his father from losing his humanity. Thus I think another important message is how love and relationships keep us human and prevent us giving in to our darker, more savage and evil sides.