Most of the effects were indirect. The Industrial Revolution was the death knell of Feudal Rural society as people flocked to the cities looking for a better life. Urbanization concentrated populations, decimated the power of Feudal Lords, and generally forced governments to consider the issues of the poor.
I think that last point is the most significant. Before the IR, governments dealt mostly with the wealthy and powerful, because they controlled the majority of the population. As peasants urbanized old ways of control were obsoleted forcing governments to change.
Different governments reacted in different ways. In Britain, governments began moving towards a Democratic model, while in France an attempt to maintain the status quo eventually failed through Revolution.
To the Peasant, the role of government changed considerably. Before the IR, government was a faceless even insignificant council in some far off place. After the IR and as governments reformed to the new dynamic, government became central if not the most important force in the former Peasants lives. Government became a voice and seat of power for the powerless.
This is from memory, so some of my points may not be totally accurate, but I think it's close.