O'Brien's purpose in telling The Things They Carried is twofold; to tell a war story, and to explore the purpose of storytelling itself.
Beginning with "How to Tell a True War Story," O'Brien begins examining misconceptions and truths surrounding the experience of war and the telling of stories about it. Partway through the chapter he begins delivering strings of statements, which often seem contradictory, concerning the telling of these stories:
A true war story is never moral. It does not instruct nor encourage virtue, nor suggest models of proper human behavior, nor restrain men from doing the things men have always done. If a story seems moral, do not believe it.
It's important, when reading this section, to keep in mind how prominently placed "a work of fiction" is on the title page of this book. O'Brien is not setting out to tell a true story himself; and being only partway through the novel, the reader is left to wonder whether any moral lesson or instruction is forthcoming.
Similarly, in "The Lives of the Dead," O'Brien speaks more broadly about the purpose and construction of stories in general. He describes stories as a kind of wish-fulfillment with lines like:
But in a story, which is a kind of dreaming, the dead sometimes smile and sit up and return to the world.
The thing about a story is that you dream it as you tell it, hoping that others might then dream along with you...
At the end of the book, the author discusses why he tells stories - to keep others alive and to deal with the pain of his own losses.