The whole aspect of Neo himself is a reference to Christ.
In the first movie, Morpheus says to Neo that the Matrix was created with a man born inside, who could do and change anything. When he died, Oracle prophsized his return. So Neo is basically the 'Second Coming'.
The difference with Neo and the previous 'Ones' is that while they all had the basic human capability of choice (the two doors in the Architect's place), Neo would have been the first 'One' to choose going back to the MAtrix to try and save it instead of going back to the Source. His decision was based on his love for Trinity. The other 'Ones' knew what they had to do, and did it, and i reckon, with no questions asked.
Probably the underlaying message is that being human automatically gives you choice. You know what you have to do - you know what your purpose is - and every choice you make in life will ultimately lead to the completion of that purpose.
For example, if you want to be a 3D Animator when you grow up, every choice you make, the subjects you do at school/Uni/College will help you to achieve that goal.
Some things, however, do not go to plan and you try something else in order to achieve your goal.
Neo's basic understanding of his purpose was that he would end the war. HE went to the Architect, and found out that in order to end the war, he would have to end Zion, and create it again (be apart of the new MAtrix). BEcause that was not what he thought it would be, he went back into the Matrix to try again.