What message does Thoreau convey with his anecdote of the bug?

The message is that we all have the capability to both be so immersed in a certain way of life that we don't consider what else is out there, and the capability to finally leave that way of the life. In the same way that the bug has been in wood for many decades and then emerges to a new, brighter life, so does Thoreau hope humanity can leave its life of dependance on things and emerge into a greater world of transcendental freedom.