Another lesson this story might teach us is that keeping people under one's thumb is not a good idea. What I mean by this is that Emily's father irretrievably damaged Emily emotionally by preventing her from having suitors as other young women her age did. She was denied a very important part of being a young woman; thus, she was denied love! Her father denying Emily the chance to be courted was so harmful to her and caused her to be paranoid about being abandoned. She suffered from abandonment fear after her father's death because he was the only male figure in her life. She suffered greatly for that, too, and so did Homer Barron!
I think the main lesson is that one must change with the times. The story clearly shows how if one doesn't change with the times, one falls behind. In this case, of course, Miss Emily resists change in extreme ways and the consequences are dire ones. I think Faulkner was also making a statement about the "Old South" in general. They had already fallen behind the the North in many ways (the North was more industrialized and had many more factories producing goods that the country needed). To me Faulkner was pointing this out, but not with anger or malice. Faulkner clearly loved the "Old South," but also perhaps felt that it was living in the past too much.
Perhaps one lesson might be that one should chose his or her "significant other" carefully. Know the extent of your chosen one's anger and the tell-tale signs.
Another lesson might be that although tradition is good and should be upheld and respected, it is not the end-all, be-all. Had Miss Emily and/or the townspeople set aside a little of the "traditional" behaviors and customs, things might have ended on a much more positive note. I think also of Jackson's "The Lottery" when I make this statement.
This is a good question to spur thinking. In my opinion, the story doesn't teach any life lessons--unless it's to be anything but like Miss Emily. The story is about a southern "spinster" who is so set in her ways that she can't accept that the world is changing all around her. She is so unable or unwilling to cope with change that when her father dies, it is several days before she'll let anyone into the house to remove the body; and then she has a nervous breakdown. We need not mention what happens with Homer Barron!
If this story teaches any kind of life lesson, it is "Beware of what denial can do!"