Trickster figures often convey moral lessons that highlight the complexities of human nature. They challenge societal norms and expose hypocrisy through their antics, teaching values like cleverness, adaptability, and the importance of questioning authority. These characters, such as Hermes in Greek mythology, illustrate that cunning can be as valuable as strength. The stories often demonstrate that actions have consequences, encouraging individuals to reflect on their choices and moral dilemmas in life.