[Lizard_King]

It depends on how you see Don Quijote and at what level of introspection. I spent much of my educational career in Costa Rica studying Spanish literature, and one of the ongoing debates in our class was whether the portrayal of the noble knight tilting at windmills was meant as a criticism of idealistic Christian knighthood or as a criticism of the cruel world that appeared to leave no place for noble sentiments to exist. I believe it is the latter perspective that is far more significant in the meaning of the work, and part of what made it so epic in literary history (appalling Hollywood sing-along versions aside).

[pariah]

I agree with the latter perspective, the morale being that the world is better for the attempt at nobility, no matter how frail the human who undertakes it. Edmund Rostand illustrates this in his Cyrano de Bergerac, a play about an equally Quixotic character:

(Cyrano, an impoverished soldier/poet, is speaking with de Guiche, a powerful nobleman. De Guiche makes Cyrano an offer he thinks he cannot refuse:)

de Guiche: Poets are fashionable nowadays to have about one. Would you care to join my following?
Cyrano: No, sir. I do not follow.
de Guiche: Your duel yesterday amused my uncle the Cardinal. I might help you there...
He is himself a dramatist; Let him rewrite a few lines here and there, and he'll approve the rest.
Cyrano: Impossible. My blood curdles to think of altering one comma.
de Guiche: Ah, but when he likes a thing, he pays well.
Cyrano: Yes -- but not so well as I -- When I have made a line that sings itself so that I love the sound of it -- I pay myself a hundred times.
de Guiche: You are proud, my friend.
Cyrano: You have observed that?
....
de Guiche: Have you read Don Quixote?
Cyrano: I have -- and found myself the hero.
de Guiche: Be so good as to read once more the chapter of the windmills.
Cyrano (gravely): Chapter Thirteen.
de Guiche: Windmills, remember, if you fight with them --
Cyrano: My enemies change, then, with every wind?
de Guiche: -- May swing round their huge arms and cast you down into the mire.
Cyrano: Or up -- among the stars!

[Restorer]

Don Quixote is obviously a work of multiple levels.

One of those, however, is a parody of centuries of European "romances," which as a literary form had become absolutely ridiculous. Cervantes blew the entire genre out of the water with a gust of fresh air.