discuss the moral lesson of the play?

Marlowe's chief aim in this morality play is didactic. It is a dramatized guide to Christian living and Christian dying.

"Whosoever discards the path of virtue and faith in God and Christ is destined to despair and eternal damnation," is the message of both the playwright (Marlowe), and the character of Dr. Faustus. This message is concluded in the play's closing lines;

“Whose deepness doth entice such forward wits, To practice more than heavenly power permits."