I had to read it twice. At first reading it seemed like a riddle. So, what was it that the dog was trying to tell us? What was the finding out of his investigation? In my second reading, I simply replaced the "dog" with "man" (in Kafka's world, they are interchangeable any way),and cracked the message of the story.
It is about a metamorphosed society dominated by terror.
Franz Kafka foresaw the emergence of a capitalistic society in his times, and quite prophetically imagined the condition of common man under the new system.
"Even in those days wonders did not openly walk the streets for any one to seize; but all the same dogs - I cannot put any other way- had not yet become so doggish as today, the edifice of dogdom was still loosely put together, the true Word could still have intervened, planning or replanning the structure, changing at will, transforming it into the opposite; and the Word was there, was very near at least, on the tip of everybody's tongue, anyone might have hit upon it. And what has become of today? Today one may pluck one's very heart and not find it. Our generation is lost, it may be, but it is more harmless than those earlier ones. I can understand the hesitation of my generation, indeed it is no longer mere hesitation; it is the thousandth forgetting of a dream dreamt a thousand times and forgotten a thousand times; and who can damn us merely for forgetting for the thousandth time?"
Ngũgĩ wa Thiong'o Q & A
7 minutes ago