All Creatures Great and Small
The Mariner shoots "the Albatross" in the first part of the poem, and afterwards he is cursed, and has to endure a drought - he is "parched" - and a "ghastly crew."
It seems that the act of harming a creature leads the Mariner to be cursed by the "spirit," - that is God.
Also, that fact that the Albatross symbolises luck, and that it is a blessing to see one, shows how little care he has for the beast.
The moral of the story, said in the last part, seems to be that "he prayeth well who loveth well, both man and bird and beast." Coleridge is saying that, to be near to God, we must treat all creatures with respect.
God's Love and Wrath
The story shows instances of both God's love and God's wrath.
God's wrath is often symbolised by the Sun; when the curse is cast, the Mariner is described as under as "bloody sun," showing God's anger.
By contrast, God's love is symbolised by the Moon, which "did glitter" when the Mariner regained conciousness and his curse is lifted.
By showing God's wrath, that he will "curse" the Mariner, and send a "ghastly crew" to harm him, Coleridge seems to be showing how, if you go against what He wishes, you will be reprimanded, and have to do penance.
However, if, like the Mariner, you can repent and "bless [everything] unaware," then you can be saved by a merciful God, who will "shrieve [you]," as he "wash[ed] away the Albatross' blood."
Both God's power and his benevolence are illustrated in this poem.
Coleridge was a Romantic poet, which means that he wanted to emphasise the power of the our own emotions and a connection to the natural world.
This is certainly shown through the moral of the poem, uttered in the last part: "he prayeth well, who loveth well, both man and bird and beast."
Coleridge is emphasising the virtue of treating the natural world with respect, surely a Romantic ideal.
Also, Romantics talked about the virtue of living outside of society, 'at one with nature.' In the poem, the "Hermit good [who] lives in the wood," is described as a "holy man," and this makes sense as, for a Romantic, living like a hermit would be considered virtuous.
Coleridge was an opium addict, so his 'wild imagination' is sometimes attributed to this vice. The elements of the supernatural are scattered throughout the poem, from the "ghastly crew" that are summoned to torment the mariner, to the "spirit" that follows them to the north.
The supernatural forces that come to the Mariner are often related to meteorological events, such as the "hot and copper sky" and the "charmed water" that "burnt...a still and awful red."
Also, the fact that the supernatural powers have control over the Mariner's ship showss how powerless he is against the 'force of nature' - it is not in the Mariner's power to break the curse, he must wait on God to do that.
However, it could be argued that the supernatural elements in the poem actually undermine the Christian morals that Coleridge wanted to convey - the supernatural is sometimes related to evil forces, not Godly power.
Some have interpreted the poem as a morality tale, warning against corruption and straying from God.
The Mariner interupts that Wedding guest who is, obviously, going to a wedding. Inside there is "merry minstrilsy," but the Wedding guest never makes it to the wedding, at the end of the poem he "turns from the bridegroom's door" and becomes a "sadder and a wiser man."
Arguably, during the wedding, people will be indulgent and hedonistic, and maybe Coleridge is telling us that this is wrong.
So, when the Mariner stops the Wedding Guest from entering the wedding, he is saving him from an immoral act - the Mariner is helping him become more virtuous.
Also, as the "hermit good [who] lives in the wood" is presented as "holy" and therefore good, perhaps Coleridge is exploring the virtues of an ascetic life.