what are the moral lesson?

There are themes and then there are morals. If you do mean morals I suppose you might consider:

-Don't anger the Gods with arrogance.

-If you leave home for too long, things will change

The Odyssey does not have a general "moral lesson"; at least, not for our current time. The Odyssey provides insight into the lives of the Ancient Greeks (and through that, insight to our own life), but that doesn't mean that it's moral, in any sense. If anything, you should question the morals of the characters in the Odyssey. For example, was it really morally right for Odysseus to slaughter every suitor in his house? They offered him compensation for his property, why didn't he let some of them live? Not all of them were completely vile in nature. And why did the gods allow or encourage this?