What is the message that Marlowe wants to send in Dr. Faustus

I think this has to with the audience more than Faustus. At heart Faustus is a morality piece. It has to do with the temptations and vices we all wish to indulge in at the expense of right and wrong. In Faustus's case he makes a deal with the Devil and squanders his prize. He indulges in his pleasures at the expense of his soul. In the end it is only God’s mercy that saves Faustus and us.

Marlowe's chief aim in this morality play is didactic. It is a dramatized guide to Christian living and Christian dying.

"Whosoever discards the path of virtue and faith in God and Christ is destined to despair and eternal damnation," is the message of both the playwright (Marlowe), and the character of Dr. Faustus. This message is concluded in the play's closing lines;

“Whose deepness doth entice such forward wits, To practice more than heavenly power permits."