what are the main things in "LADY LAZARUS" that writer wanted to tell us?

The standard interpretation of the poem suggests that it is about multiple suicide attempts. The details can certainly be understood in this framework. When the speaker says she "has done it again," she means she has attempted suicide for the third time, after one accidental attempt and one deliberate attempt in the past. Each attempt occurred in a different decade, and she is now 30 years old.