What does Twain’s final paragraph of the legend reveal about him?

Mark Twain's Life on the Mississippi ends with "A Legend of White-Bear Lake." This legend tells of a young Indian warrior who was in love with the chief's daughter. After repeatedly being refused the daughter's hand, for being called a "woman" and not worthy of the chief's daughter, the young warrior and his lover decide to meet in secrecy. While out in the woods, a large white bear approaches the couple and takes the maiden in its grasp. Great shrieks arise from the maiden. Hearing the screams, many from the village run into the woods unarmed. The young warrior runs to grab his "faithful knife." He returns to where the bear is and kills it. The village celebrates the death of the great white bear, and the future children of the young couple are described dancing upon the white bear's fur "for many years."
The story then returns to detail what happened when the bear had the maiden. It tells of her being in a tree with the blanket, then falling into the bear's arms. She then falls back up into the tree with the blanket. As her lover returns, she falls back into the arms of the bear, again with the blanket. The lover saves her, but readers do not ever question what becomes of the blanket. Twain's passage ends with the following:

Whom, the blanket? No—nothing of the sort. You get yourself all worked up and excited about that blanket, and then all of a sudden, just when a happy climax seems imminent you are let down flat—nothing saved but the girl. Whereas, one is not interested in the girl; she is not the prominent feature of the legend. Nevertheless, there you are left, and there you must remain; for if you live a thousand years you will never know who got the blanket. A dead man could get up a better legend than this one. I don't mean a fresh dead man either; I mean a man that's been dead weeks and weeks.

In regards to the question, deciding what Twain's writing says about him is subjective. Subjective means that it is up to the reader to decide what he or she thinks about something which can be interpreted in numerous ways.
One could argue that the legend is quite telling of what Twain finds important in life. While readers are "worked up and excited" about the blanket, many might disagree. Most readers would never think about the blanket or its safety. Therefore, the story could show readers that we, as humans, need to consider even the small things in life. We need to be concerned with all aspects of what is going on around us. We need to consider both the big picture, which is obvious, and we need to consider the smaller picture, which may not be as obvious. Twain seems to acknowledge that he cares about all aspects of life.
One final statement that one could make on Twain revolves around his ideology that "we" are where we are because we do not think about the small things. "We" did not consider the blanket during the story, and we cannot return to it at a later time. We accepted the story with the rescue of the maiden, not thinking about the blanket. We then "must remain" in the dark about what happened to the blanket because it is too late to consider the blanket "now." This seems to say that Twain understands the idea that one must come to terms with how he or she deals with a situation in the present in the future. Essentially, we must be satisfied with how we handled things in the past because we cannot change it from that point on.