[contains substantial spoilers]
This is the part where how weird this book is really gets to shine. If you haven't read it, or seen the movie adaptation, you probably aren't aware that there's a subplot that involves media attacks against the Abnegation government leaders, such as:
"Perhaps the answer is that we have entrusted our city to a group of proselytizing tyrants who do not know how to lead us out of poverty and into prosperity.”
This is played as a character assassination by a power hungry rival, and it's hard to read the story as making any claim except "selfless people running the government is a pretty good idea". But, in the context of the story, isn't the critique essentially correct? It is a totalitarian dictatorship, the people in charge are tyrants. They're pretty hypocritically self-righteous, considering how much they belittle others – the main character's father, a leader in government, criticized others for being too power hungry. But even within the group that controls the government, even within the core oligarchy, he's still seized more power than most.
This world separates "friendly" people from "selfless" people, a distinction I understand but would be hard pressed to make with actual people without inviting the obvious negative inferences – except in this world it switches your job between being a farmer or a government official. Few normal people would know which of those two virtues speaks to them more, but power hungry people will always choose the same path. And the first serious allegation we hear about the government is that a leader's son left home due to vicious abuse. And, well, that turns out to be completely vindicated, and we even see the psychopathic "this is for your own good" reinforcement while beating the child. That's not just a personal beef between father and son, it's a terrifying trait for someone who's supposed to be a selfless leader.
There's still pretty rampant poverty, as well as terrifying homelessness issues that their policies seem to be exacerbating (diverting food supplies away from productive members of society, for instance – feeding the hopeless is a noble goal, but in the book they say you'd have to be unemployed and homeless to get fresh food, which is a disastrously bad incentive system). They seem to plan their economies way too much for good economic growth, have rigid subgroup communism which might be even worse than normal communism because it allows less specialization. For instance, our protagonist is surprised that someone with essentially only martial arts training is a nurse, but shrugs it off as, well, we do need a nurse who lives in the same neighborhood. That's probably worse than proto-civilizations in terms of matching talent to labor.
We shouldn't forget, the government has recently diverted most of the police force to guarding the border... to make sure people don't escape.
It's a nightmare, and replacing the government should at least be thinkable. Of course, the actual villains of the story went pretty far out on a limb to do something worse, otherwise the story might not have a clear moral. But at this point, I'm still not totally sure I know what that moral is.
I think it's that the system of personality-sorting people into professions is mostly stupid (I'm sure the author of What Color Is Your Parachute? is applying ice to this industrial strength burn). There's also some anti-authoritarian stuff in there too. But there are plenty of hints to the audience that totalitarian dictatorship would be fine if nice people were running the system and everyone supported them. There's near-constant nostalgia about the leaders of ten or so years ago, for all society and in major factions. It sort of makes my skin crawl to say it like that, but the "but if you had a good dictator" view is seemingly endorsed in the text, multiple times.
There's also the very important message that, when someone hands you a checklist reading: "Idiot, Coward, Liar, Selfish, Sad – Choose 4", it makes you super cool to say, "No thanks, bucko, I'm cool and different and the whole system is against me," and then cross your arms and nod like the rebellious teenager you are. Ironically, even the heroic climax of the story is largely about preserving the status quo in face of a revolution – you'll have to wait until the sequels to read anything about really being set against a system, I guess.