Can Anyone Tell Us What the Movie's Message Is?

I haven't read the book, the following interpretation is based on one time viewing of the film. Spoilers ahead.

The film is about the transition from being controlled by parents, or by other forces in society, to being in self-control.

'If you're in control, then the chaos will happen around you and not to you.' Annie Fang/Kidman shows an inferior understanding of this statement when she walks out on the film-set topless, but was she actually in control at that moment? No. As Father Fang points out at their conversation about the incident, Annie was still, even in what looked like an act of rebellion, playing a part in accord with her parents' conception of art.

Father Fang says, 'You could take the girl out of the art, but you cannot take the art out of the girl.' The meaning of art is a contended term in the film, with Father Fang forcing his own idea of art on the public, and on his family. So he is right at the dinner table when he claims that Annie is still playing the part she learned as a child and this shows that she was not really in control, which is why the chaos around her in life did not stop.

Caleb and Annie Fang are both upset throughout the film that they are unable to break out of the characters their parents shaped them into and want to live without the influence of the "art" of their parents. But that is essentially what parents do to their kids, they give them a way of participating in life, a mindset, a type of "art". Father Fang says in the end, 'You think we damaged you? Fine. My Parents damaged me. Her parents damaged her. When you have kids you're going to damage them. That's what parents do. So what?'

It is only once Caleb and Annie understand this, that their parents were helpless in influencing them, that they are able to stop seeing their father as a monster. Now when they can see that their father is just another feeble human being are they able to forgive him and take control of their situation. Only then can they move on with their lives at their own terms. And only then can Caleb finish his novel which is about the children escaping from the orphanage (the shadow of their parents) and entering the pit (the real world) which is an arena where they are forced to fight for sport (live their lives).

So by the end of the film, they are able to understand how to be in control so that they can control the chaos that will happen around them in the pit. And how they came to this understanding is portrayed through their experiences in the film, and that is the message.

Don't blame your parents for your problems, perfect parents don't exist.

BAXTER says it very clearly: You can't change people, specially if they're old.