A Midrash tells us that at the time when Hashem was going to give the Torah to Bnai Yisrael, all the mountains in the desert contended with each other for the honor of being the site for this special occasion. However, Mt. Sinai felt unworthy of receiving the Torah. When Hashem made his decision regarding where He would give the Torah, He chose the lowly site called Sinai. His doing so demonstrated the importance of humility and modesty in contrast to overbearing self-confidence and pride, to all of mankind.
In addition, Hashem wanted all of mankind to note that the Torah was presented to Bnai Yisrael in the most barren of areas, a desert. Through this, man would see that the Torah is great in itself, and that it does not require fancy surroundings to appear great. Similarly, a person is judged by his or her inner qualities, rather than what their exterior presents. A person should therefore seek the road to internal righteousness and avoid making oneself great with materialistic goals. The Torah is the perfect source of the inner qualities that one should possess.