Self-Reliance
The soldiers in the film had to rely on themselves - and themselves alone - to survive until the next day.
Perserverance
Despite having to go through some of the harshest conditions known to man, the soldiers had to perservere and live on until the next day.
Brotherhood
Even in times of violence, war, death, and destruction, two feuding sides (the Allies and Central Powers) were able to come together to celebrate Christmas together, putting their differences aside for the greater good.
Appreciation for the Past
They Shall Not Grow Old was made so that others could appreciate the past and all that the soldiers had to go through in WWI to ensure the freedom of everyone around the world.