Priestley wants the audience to consider the effects they have on others and the appropriate way to treat one's fellow human beings. We are asked, along with the characters in the play, to reflect on our position in society in relation to others, and to consider that we are as a species, linked to each other.
Some of the audience may be convinced of the validity of the inspector's message early on, like Sheila and Eric. Gerald and Mr and Mrs Birling seem to believe they have some sort of reprieve when the inspector's credibility is questioned. Eric explains that the identity of the inspector is inconsequential -
ERIC: Whoever that chap was, the fact remains that I did what I did. And mother did what she did. And the rest of you did what you did to her.
It takes the phone call, from the police, to shake Mr Birling's confidence in himself-
He puts the telephone down slowly and looks in a panic-stricken fasion at the others.
BIRLING: That was the police. A girl has just died-
The audience is then left to consider that the inspector's - and Eva Smith's identity and existence are nowhere near as important as the mesage their story imparts.