In Plato's underground cave there are people chained and shackled so that they can only see one wall. Behind them is a fire casting its light upon the wall. Between the fire and the people is a roadway through which other people travel carrying all kinds of objects which cast shadows on the wall.
The chained people take these shadows to be realities. However if one of them were to be released and allowed to look around or even to leave the cave into the clear light of day he would realize that in fact the shadows were not reality.
I think the allegory of the cave is meant to be more than just a way of saying that if we rely on our sense perception we will never attain knowledge, but always be subject to the world of appearance. Rather there is a stronger message that through our intellectual capacities and philosophy in particular we can break the chains that "fetter us" we can aim for the light we can be enlightened. In other words by becoming philosophers we can be free!
There is as well a second part to the allegory. The freed person returns to the cave and is subject to ridicule and danger. Clearly he would not be happy with this situation. But one of the things we learn to see outside the cave, in fact the highest source of knowledge is that of Goodness. In the larger context of ‘The Republic’ (from which the allegory is taken) Plato wishes to describe the ideal state for mankind. Plato thinks that knowledge of Goodness is required in order to run such an ideal community. However those with such knowledge, like the man sent back to the cave are reluctant to go. Bizarre or brilliant depending on how one views Plato, it is those who least want power and responsibility that should have it.