As the Aesir deal primarily with the defense of the cosmos, the Vanir deal with its mechanics, and the Disir deal with its proliferation through fertility, the Alfar are the ones who actually drive the natural forces and entities that make up our universe.
The sun is pulled by Sol in the lore, the moon by Mani, the Day is represented by Dag, the dawn by Delling, the dusk by Billing, and night is represented by Natt.
These are the Ljosalfar or Light-Elves who are involved with the movements of time and the rotation of heavenly bodies, under the supervision of the Gods, of course.
Their cousins, the Dokkalfar or Dark- Elves, are the artisans of nature who design the flowers in the fields, the jewels in the earth, and many more such things. The Gods created the worlds and the stars and moons, and gave them their most basic features—mountains, oceans, grass, trees, fauna, etc. but the Alfar filled in the details and helped to give the natural world its majestic beauty.
This is why they are often viewed as localized spirits or 'Landwights' who have a more personal, daily involvement in the affairs of humans than the Gods.
You have the Tomte who watches over homesteads, the Stromkarl who protects babbling streams, the Nixi plays his harp over the waves of the ocean, and all manner of other wights that stand guard over our various landscapes.
There is no need to go over individual spiritual lessons for the Alfar, for they all have the common theme of maintaining a connection to nature and to the cosmos.
In Odinism, human beings do not have dominion over the natural world; we are a part of it, and must respect it and all life within it. Even when we die and are reborn, our spirits that soar through the heavens to the afterlife worlds are natural energies that reflect our previous existence, meaning that we are always connected to nature, even in death.
So, very much do we feel connected to the living, eternal universe and we honor it and the planet we live on and will do what we can to protect it from the forces of entropy.
We will work the soil, we will defend natural habitats, we will learn from Mother Frigga and teach these lessons to our children. In doing so, we will respect the spirits of the land, the Alfar, and our beloved Gods and Goddesses.