There are many lessons to take from the books of Ezra and Nehemiah. The story is told in such a way as to mirror the Exodus and the settlement of Israel. This is a restoration of the people of God, and if the people are to serve as an example of God's great deeds, the people must be seen as a blessing and as a witness, and the people cannot be that unless they are a people apart. This necessarily means that this will not be an easy life, but rather will result in persecution.
If the people are to have right relationship with God, they must also exercise right worship. This worship requires being freed from bondage by God's salvation, accepting God's law in your heart, and having a way to be in God's presence. The priesthood is essential to this. Sacrifice and atonement for sin is an essential part of worship, as well. Erecting an altar was the first thing that Moses instructed the people to do when they entered the land. The people were also instructed in the law, which was important for all the people who were capable of understanding to know.
The Emmanuel principle is important, that is, it is important to make a place for God with us, as the temple and specifically the tabernacle. It is all the more immanent with Jesus Christ, God incarnate.