The main truth about life that Saki's story conveys is that people are gullible and easily deceived.
The teenaged Vera has figured out this truth at an early age and enjoys making older people her victims. For instance, she wants to get rid of the boring Mr. Nuttel, a man suffering from a nervous disorder, who has been foisted on her aunt and uncle, the Sappletons. Vera, finding out he scarcely knows the Sappletons, weaves a fantastic story about her aunt's husband and two younger brothers going out to hunt, sinking into a bog, and dying. She states that the aunt won't accept their deaths and that she leaves the window (what we would call a French door) open in the hopes they will come back. When they do, Mr. Nuttel flees the house, thinking he has seen ghosts. Later, when her aunt and uncle wonder why he left so suddenly, Vera makes up a fantastic story about him being frightened by the family spaniel because he had been scared by a pack of dogs in India and forced to spend the night in a newly dug grave.
Like Mr. Nuttel, the Sappletons believe her fantastic story without question. This speaks to a human trait: we tend to believe what we are told without looking to verify it. This is why con artists are often successful.