Home
You can't accuse the filmmakers of being subtle about the differences between home and the rest of the world; they famously shot Kansas in black-and-white and Oz in color. You don't have to be Freud to figure out the latent symbolism in that equation, or the way it expands to fill the story's most important purpose.
In the beginning, we need to see how stifling Kansas is, especially to Dorothy. That means more than just getting chased by a mean old lady. It means the whole place looks like it's going to kill you with sheer boredom and indifference. Contrast that with the world she eventually finds herself in. Kansas is dull and lifeless. Oz is popping with enough colors to crush a Skittles factory. Kansas is largely fashion-free. Oz wants to make sure you see every sparkly sequin on Glinda's duds. Kansas is full of dour people who probably don't approve of all that Munchkin dancing. Oz is full of people who devote every waking moment to dancing and giggling.
So yeah, you get the sense of a bright fresh amazing universe that Dorothy's seeing for the first time, and yet the only way she's going to explore it is to find a way back to that dull gray stretch of farmland that she was once itching to leave. And suddenly all those qualities start to reverse themselves. The bright, shiny tastefully manicured Oz starts revealing scary and disorienting things, like talking trees and crazy old witches on broomsticks. And while Kansas may be dull, it's also cozy, with people who care about you and who (almost) always make you feel good.
Shmoop is hoping against hope that the moral of the film isn't something like "OK, Miss-Wants-to-be-Grown-Up, you just go out into the world and see what happens. Think you're so special? You'll come running back here in two days."
We'll give the film the benefit of the doubt. By the time Dorothy gets back home, the black-and-white now looks reliable and safe instead of stifling and soul-crushing. She appreciates the comforts she had there, and won't take anything for granted anymore. That's what home means in stories like these: starting out one way then becoming something else, all without changing a thing. Almost like what happens when we leave home in real life.