... a man has to make his own way—has to look after himself—and his family, too, of course, when he has one—and so long as he does that he won’t come to much harm.
This quote is spoken by Arthur to Gerald and Eric just before the Inspector arrives in Act One. Arthur summarizes his economic and moral worldview for the two young men. His worldview is one of total individualism, where society is understood as a collection of persons and their families, each of which tries to maximize his or her own financial and social happiness. It is important to note Arthur’s beliefs are a radical form of capitalist thought. Arthur seems to have morphed a basic capitalist principle into a moral one, believing that hard work is sufficient enough to allow a person to “get ahead.” This disregards many of the advantages that Arthur and his family have enjoyed, and leads him to believe that everything he has is a direct consequence of his own power and achievement.
The Inspector does not merely view that as a problem in society. He thinks that Arthur’s attitude is the very undoing of society and is responsible for disagreements between people generally. This attitude is what probably contributes to war itself. For the Inspector, human beings must care about those beyond their immediate social circle, in part because it is altruistic and representative of a kinder, gentler instinct, but also because this kind of broader caring ensures that the world can function at all. The Inspector’s questions are designed to show the limitations of Arthur’s worldview, and the other ways in which a world might be organized to better serve the people living in it. Only in this way might countries and the people within them live peaceably among each other.