There are many life lessons that one can learn from the book, Hunger Games. In light of this, let me give you two of them.
First, just from the structure of the post-apocalyptic world, where there is an advanced city, the Capitol, and poorer districts, which are controlled, we can make a point on the nature of power. There is a difference in all societies between those who have and those who do not have. Moreover, it seems like this gap is widening. The Occupy Wall Street is a case in point. The 1% become richer and the others suffer more.
Second, the Hunger Games itself is a lesson about survival. In some ways the world is structured in such a way that you have to compete against one another to survive. There are limited resources and the one who get there first benefits. The world is very much like this as nations seek out more natural resources and the like. This is also true of individuals. We can say that we live in a competitive society.