It's anti materialism but also anti macho and anti baby boomer. The baby boomers established a very specific view of manhood and success and this movie is a direct fukk you to both of those. "The things you own end up owning you" and the idea that in order to be a man you've got to feel pain and be tough subject yourself to a lot of crap all while grinning and bearing it is an idea really established by baby boomers and their culture. This movie is Generation X saying "yeah, no thanks."
Edit: But it's also about a lost generation. Generation X had no Vietnam, or great war for them to fight like every generation before them did. They had no real "meaning" in the larger context of the world up to that point so their aimlessness as a generation is also reflected in the movie as the narrator is aimless and not really sure what he should be doing or why.