Most of the obvious points have been covered already. I enjoyed this post from Matt Yglesias, particularly the role of luck and comparing it to Donald Trumps successes. A couple other thoughts:
1) Voter Suppression
Turnout in the black and poor demographic was very high. If it hadn’t been, Moore would have beaten Jones. You can bet we will see renewed efforts by the GOP to put up more barriers to voting. The populace has turned against them years ago, they have retained their majority through (among other things) gerrymandering and making it hard to vote. Look for more bills about voter IDs, less location open for less hours, more stripping felons of rights, difficulty for students to vote, less early voting, less automatic registrations. You will see no efforts to make it harder for retirees or the military to vote.
2) Moderation
One of the unfortunate aspects of our party primary systems is how it discourages centrists. To win a primary it doesn’t help to have the majority of all the voters on your sides, it only matters to have most of the voters from your own party. A candidate with appeal to both parties is at a disadvantage. Futhermore, if there are multiple candidates, the one who is unlike the rest can win (the ‘normal’ vote gets split.
In a Republican primary, the crazies often win. Perhaps less on the Democrat side, but the same logic applies. This is how you get the Tea Party. They haven’t been very successful at general elections, but they’ve managed to win a lot of primaries.
When one of the crazies (Roy Moore) loses, it creates an incentive for more moderate Republicans to run. It creates an incentive for voters to vote for more moderate candidates in the primaries. And the same applies on the Democratic side.
Donald Trump aside, the lesson I hope that is being taught is that getting attention and winning the primary is very different than winning office. More centrist candidates from both parties are good for all of us.