The core purpose
The Alter Rebbe writes in Tanya: the era of Moshiach is the ultimate purpose of creation.

The divine setup 
Hashem concealed G-dliness within the world so we could construct a dwelling place for Him here.

Our part
We build that dwelling through Torah and mitzvos.

The revelation 
When Moshiach arrives, the true impact of our mitzvos will become visible.

The stakes
Without Moshiach, the purpose of creation remains unrealized.

The response
Once you internalize this perspective, thinking about Moshiach, davening for him, and acting to bring him becomes instinctive.

(Tanya chapter 37, Tanchuma, Naso 16, Likutei Sichos 21, p. 18)