The plot as allegory
The plot is designed to be interpreted allegorically. It isn't just an unpleasant tale, designed to scare women into good behavior—although it is that in it's most literal interpretation—but rather the story can represent something more. It represents the terrifying truth that blindly following temptations is a quick way to get killed or to have something serious taken away from you. Actions have real consequences, but until she suffers them herself, Mélisande is willing to accept the risk. She learns her lesson the hard way, which is an allegorical way of saying to the reader, "When you have the opportunity to do what she did, do it the right way." That's what makes the story allegorical.
Mélisande as the femme fatale
Mélisande is like Helen of Troy, because she betrays a king by having an affair with some other royal person. This similarity is deep, tying her to the archetype of the evil woman, the seductress. Her evil is that she is so desirable and dangerous at the same time, because she doesn't have the ethical backbone that serious commitments require. So when temptation arises, she takes the bait. She even goes so far as to "accidentally lose" her wedding ring. This is no honest mistake—this is a corrupted character who has betrayed her most intimate relationship.
Pelléas as the archetypal traitor
Pelléas is a figure of the traitor. A member of the royal family who usurps his brother by stealing his wife. This idea is extremely common in literature and history. Pelléas represents the beautiful, passionate, but immoral path. He represents compromise and selfishness, because by potentially impregnating Golaud's wife, he has stolen the opportunity of bloodline from Golaud, so even the romance is an act of treason against the state. He is a traitor on each level, social, political, and romantic.
Golaud as an image of divine recompense
Golaud represents God and he also represents Mélisande's opportunity to live as an adult woman. By accepting her marital role, Mélisande will have completed her adolescent journey by finally discovering the value of not getting what she wants. But instead, she falls to her temptations to betray her allegiance to her difficult, sometimes boring life, and then Golaud represents the very opposite.
Instead of representing the life giver and opportunity giver, Golaud becomes the destroyer and the divine judge, exacting his vengeance absolutely. That doesn't mean that if there is a real God that he would want us to go around slaying each other—it just means that in the context of the story, Golaud's vengeance represents the unescapable truth that actions have consequences, and some actions have good consequences, and some actions result in death.
The premature child and death of the mother
Instead of leaving us with the traditional depiction of motherhood, the madonna and babe, perhaps, this play shows the remnant of a woman stripped of her power and her life. Instead of the child that grants life, this child takes her life away, and not only that, the daughter seems unhealthy and premature, much like her mother's immature behavior that put them both in this situation. The scene is a representation of Mélisande's failure to accept responsibility for her commits and decisions, and in the end, it costs both her and her child.