The spiritual lesson of the film can be found in the intensive training that Mr. Banderas character underwent in order to properly act as Zorro. Just putting on a costume does not make one a super hero. Natural ability, no matter how great, is not enough to elevate us to the highest levels of achievement. If we want to excel in our field of study, it will take work, practice, training, discipline, and time. The same is true in any enterprise.
Professional athletes have to continually practice in order to stay at the top of their game.
Top level executives still attend conferences and seminars in order to stay sharp and informed as to their profession. It would seem that we understand the concept of training and practice in every field except the spiritual. And yet it is this field that carries the gravest consequences. In sports, failure to train may lose you the game. In business, it may lose you your job.