The lesson that Guy de Maupassant leaves the reader with is that people can find satisfaction and happiness in life, regardless of what they possess materially. The old adage "Money can't buy happiness" would see to specifically apply here.
Madame Loisel (Mathilde) is a beautiful woman who is married to a man who not only loves her, but wants to please her, however, this is not enough.
She had no gowns, no jewels, nothing. And she loved nothing but that. She felt made for that. She would have liked so much to please, to be envied, to be charming, to be sought after.
In the end, nothing is ever enough until her "wanting" has destroyed her life and that of her husband, taking ten years of their young lives to pay for the necklace she borrowed and lost.
I think that the author intentionally uses a necklace because it supports the theme of appearance vs reality which runs throughout the story. Though Madame Loisel and her husband don't have much, it is important to her that they seem to have wealth, which will lead to an elevated social standing. This is her intent in borrowing the necklace in the first place. However, in a desperate attempt to replace the necklace, she and her husband lose everything, even their happiness. In the end, appearance vs reality rears its head again when Madame Loisel learns that the necklace was made of paste—glue: the diamonds were fake.
Oh, my poor Mathilde! Why, my necklace was paste! It was worth at most only five hundred francs!
The true value of the jewelry was an illusion, as was the wealth that Madame Loisel was trying to pretend she and her husband had.