What is the moral or message of "The Nightmare Before Christmas"?
There are plenty of "explanations" but my opinion after watching The Nightmare Before Christmas was, that the beginning and the end of the movie tells the story;
Jack misses something even though he is the "king" of the town. The solution was not having something new, different or more. The solution was that he ignored Sally the whole time and she was the missing part of his life.
Also: it is not important what or when you celebrate, it is important with whom you celebrate and you don't ignore them the whole year! And remember them only in holidays.