The first spirit shows him that he (Scrooge) used to be a much happier person. This shows him that it is possible for him to be that way again. This spirit also shows him how important it is to be kind because of the impacts that has on others.
The second spirit shows him that he is now something of a tyrant and that his behavior makes problems for other people. It also shows him that people can be happy without having as much money as Scrooge wants to have.
The third spirit shows him what will happen if he doesn't change his ways. It shows him that his current behavior makes it so that no one loves him or even cares about him.