I hold that all stories, completely irrespective of genre and time period and theme and everything else, are about patterns. Humans are fantastic at recognizing patterns, to the point that we see them when they're not even there in a phenomenon called pareidolia . Stories started out as a way of recording experiences so that, even if you hadn't lived through a given event, you could learn the general pattern that it followed. This isn't what happened exactly, we said, but it is the kind of thing that happens. So if it's bad, pay attention in case you see it start to happen to you, and if it's good, here's what you need to do to make it happen. The tiny, weak Anansi earned the world's stories by felling more powerful enemies through cunning -- so keep in mind what you can do if you're clever, while also remembering that from a venomous spider's perspective, you look an awful lot like a more powerful enemy.
(I'd argue that the single line "based on a true story", and its particularly narrow definition of the word "true" that it often doesn't even hold to, has done more damage to our story-telling culture than anything short of book burnings. Does your story contain recognizable emotions and character arcs? Then it's based on a true story, even if it's about spaghetti rabbits from space.)
Fred Clark at slacktivist has spoken about one good thing he learned from playing Dungeons & Dragons as a youngster, during the height of the anti-RPG crusades: the alignment system helped him realize that you can be lawful without being good, and vice-versa. A lesson that the game's detractors would have done well to learn, perhaps.
As for me, I've learned a few things from TRPGs myself. If you asked, I would probably tell you that the most important lesson is "if the GM asks 'are you sure you want to do that?', don't do that" -- it's a rule that served me well many times. But outside of the game, the most important lesson is this:
If there are deities, They are not Friend Computer.
I'm a huge fan of the game Paranoia, which casts the players as "troubleshooters" imposing order on behalf of the totalitarian Computer that rules their society. Paranoia's setting is incredibly dark, but it's also a biting social commentary with a side of acerbic wit. The first edition of the game was published in the mid-80s, and skewers fears and reasonings that were common in that era (the recently-Kickstarted next edition plans to swap out "Communists" in favor of "terrorists", to give new players more of a feel for the context of the game's humor).
While The Computer refers to Itself as "Friend Computer" and emphasizes Its benevolence at every turn, in reality It is transparently evil. The Computer is in some sense the antagonist of Paranoia, and much of the tension in the game comes from trying to follow Its (almost always contradictory) orders without rousing its ire or suspicion. Despite Its awesome power over all aspects of the characters' lives, The Computer demands constant reaffirmation of Its goodness and the players' loyalty to It, and (seemingly deliberately) misinterprets same as so insufficiently ingratiating that their speaker must be a secret Communist; this leads to players tripping over each other to construct progressively more flowery, glowing exaltations. The Computer is, appropriately enough, paranoid, and is constantly imagining conspiracies against It that the players must investigate -- and, if they find nothing, invent evidence of in turn, so that The Computer will not conclude that they are hiding the truth from It.
Before one particular campaign, my GM had the players answer a small "troubleshooter's questionnaire" from our characters' perspectives. One question asked what the correct course of action would be if an escaping Communist fled down a dirty corridor -- the joke being that pursuit is suspicious because it involves the character's uniform, the property of Friend Computer, getting dirty, whereas allowing the criminal to escape obviously demonstrates that the player is a Communist themselves. My answer, well-regarded by my group, was "this hypothetical implies that Friend Computer would allow a corridor to get dirty; who wrote this question?"
Paranoia is fiction, but it taught me a particular pattern of insecurity and abuse of power, one that I started to see in real life. I saw Christians engaging in endless loops of "but isn't saying [x] limiting God?" "Actually, isn't saying that [x] is limiting God really limiting God?", as if they were frightened that -- as with The Computer -- their praise had to leap over a continually-rising bar just to keep from being considered a subversive insult.
Even within individual traditions, there's a huge amount of disagreement on the nature of the gods and what it is we owe to them. But if we want a remotely healthy relationship with deity, we have to keep in mind that our purpose in life is not to desperately struggle to fulfill their whims without being caught in their traps. They are great and They are gods, and if there's one thing I am sure of, it is that the service They want from us is not based on terror or denigration of self. Deities are not Friend Computer.