During the day, in addition to reading the Megillah, we also read Shemoth 17:8-16, which tells us about the victory over Amalek. Amalek was the first nation to challenge the People of Israel after we left Egypt.
Even though we won the battle, HaShem promised to erased the memory of the people of Amalek, because they alone dared to try to destroy the Jews after knowing the miracles that HaShem had performed.
The story of Purim is another example of Amalek, in the disguise of Haman, trying to destroy the People of Israel. Once again we won and are free to worship HaShem.