Rear Window's main motif is voyeurism; the title itself announces it.
Jeff is obsessed with watching his neighbors, and even though he discovers a murder in the process, he's basically invading their privacy by being a peeping Tom who's armed with binoculars and a high-end telephoto lens. The audience becomes his partners in crime. As film critic Roger Ebert puts it:
The experience is not so much like watching a movie, as like ... well, like spying on your neighbors. Hitchcock traps us right from the first. As his hero, Jimmy Stewart, idly picks up a camera with a telephoto lens and begins to scan the open windows on the other side of the courtyard, we look too. And because Hitchcock makes us accomplices in Stewart's voyeurism, we're along for the ride. When an enraged man comes bursting through the door to kill Stewart, we can't detach ourselves, because we looked too, and so we share the guilt and in a way we deserve what's coming to him. (Source)
Hitchcock wants us to take a long, hard look at how we interact with movies and where our pleasure at watching them really comes from. The lesson seems to be: choose carefully what you look at because you might get more involved than you bargained for. Ebert again:
We are all asked to join Stewart in his voyeurism, and we cheerfully agree. We lust after Miss Torso in one of the windows, and we sympathize with Miss Lonelyhearts in another. We're aloof and superior to their plights, of course—until the chilling gaze of the killer locks eyes with ours across the courtyard. (Source)
Watch the opening credits again. The shades in Jeff's apartment window slowly rise, just the way a curtain in a theater rises before the show starts. Hitchcock knew what he was doing, and he wanted to make sure we understood what shameless peeping Toms we all were—and continue to be over 60 years later.