I have yet to find a clear answer to this question. From what I've read, it may be an art-house series about dangers of remote communication, phobia of technological advancement and feeling of insecurity. The last point I can agree with because of how easily information can be accessed with the use if internet these days, but the rest… I think there's a more concrete meaning to this series.
SEL is a series with very unusual direction and a peculiar artistic style. These traits are commonly seen in art-house works that may not bear any specific message.
Throughout the series we learn about the difficult reality surrounding Lain: her relatives are troubled, some of her friends have psychological problems, there are suicides happening in mystical circumstances, and then there are some secret agents following around.
Later in the series, things become rather surreal and Lain turns into some kind of god of the Net. I've never understood this portion of the anime and what it could possibly suggest. Does it warn us about dangers of becoming too self-important? Does it mean it's possible to lose the sense of reality when using internet? Or maybe Lain's character is a metaphor for a person new to technological advancements of today?
What is the message the authors of SEL are trying to communicate?