In 1984, what does Winston conclude is Goldstein's final message ?

At the end of Part Two of 1984, just a short time before his arrest, Winston comes to realise Goldstein's final message. It is, in his words:

The future belonged to the Proles.

This is a turning point in 1984: without finishing Goldstein's book, Winston has learned the true meaning of rebellion. That is, that the Proles will eventually become conscious of the Party's absolute power and they will rise up and overthrow the state. 

There are a number of reasons which account for Winston's realisation. One of these lies in Goldstein's book when Goldstein makes a contrast between the Proles and Party members. Unlike the latter, the Proles do not live under the watchful eye of Big Brother: they are free to live their lives according to their own desires and needs. They love, have children, wear make up, and sing, whenever and however they want to. In contrast, Party members live under the constant surveillance of the Thought Police and the telescreens, and are subjected to the Party's control on all aspects of life, from history to marriage and dating.

This, in turn, leads to a second important point about Goldstein's message: "Where there is equality there can be sanity." In other words, the Prole's freedoms ("equality") will eventually contribute to the consciousness of their children. These children will have "sanity" because they will realise the negative influence of the Party and they will rebel. They will succeed in this task because they have the physical strength to do so, as shown by the Prole woman that Winston observes in this chapter, and they will have the freedom of thought to do so, because the Party does not control them. 

Sadly, Winston learns this message too late: moments later he is arrested by the Thought Police where he is tortured by O'Brien. His rebellion has failed, though he was fortunate enough to understand its true meaning.