The Jew is unlike all the nations of hte world; he has something to do at all times. The mezuzah is like the yeshiva mashgiach asking the boys going out the door, "Where are yoiu going?"
The mezuzah is asking us, "Where are you going?" You have to be mindful of your function as a student of Torah because you are one of the members of the mamleches kohanim, the nations of priests. -- Preface to Shabbos (#439)