I saw this last night, as well, and really liked it. I think it's one of those films that will be polarizing and while some here on the forum might hate it, many of you will absolutely love it.
I can't tell you how refreshing it is to see a movie that grapples with the dark and confusing side of childhood especially in the areas of broken families and loneliness. This is no unrealistically happy, Disney style family film. It is honest about the sadness of growing up, feeling abandoned, ignored, and generally left behind and the ensuing rage it can bring about.
It brought back all sorts of childhood feelings for me, reminding me what it was like to deal with the addition of a stepfather and the feeling of being pushed aside and replaced by the people who I loved most. I wasn't expecting it to effect me that way. I was similar to Max because I spent most of my childhood lost in imaginary worlds in a continual effort to escape. I could also relate to the childhood rage and desire to just senselessly destroy things sometimes (I still understand that as a matter of fact).
As a father, it reminded me that my kids have real emotions and real fears because they see that the world is a scary place. They see it every time the news is on, or every time I won't let them run out into the street, or every time they hear about the wars and global warming and "stranger dangers". It also reminded me that just because I am "Dad" doesn't always make me right by default.
Anyway, the movie is open to some interpretation, and it's significance or lack thereof, will probably be related to the individual viewer and the experiences they bring into it.