Venetian royalty
The first and foremost imagery of the novel is the regal imagery of life as Venetian royalty. The port city is one of the most important cultural icons in the nearby region, and her father is a nobleman with a tremendous amount of power and wealth. Their lives are defined by privilege and niceties. That does not mean Donata feels powerful, though, because the royal imagery comes with strings attached; she must always obey and do what is best for the image of the family. Her personal freedom is actually quite restricted.
Venice without royalty
It is for this imagery that the novel occurs at all. As a princess, Donata realizes that she only has one point of view. She does not know what it is like to work for a salary, or to pay a debt. She knows about community only what community means to nobility. She decides there is too much about life that she cannot see from the castle, and so she escapes and cross-dresses as a boy. She walks around Venice and learns and experiences the same Venetian imagery, but from a radically different point of view. She is like Siddhartha.
Gender and custom
The world is too gendered in these girls' opinions. They love the beauty and regality of their lives as princesses, but the customary assumptions made in Venice are constricting and exhausting. They understand patriarchy, being the daughters of the community patriarch, but even beyond that authority gap, there are other, worse kinds of patriarchy. For instance the king did not choose the custom of sending all the daughters except the eldest to a convent. That, they feel, is a custom that needs to change. Suffice it to say, their gender makes them experience life from an inherently passive point of view. Donata switches out of that passive mode, but only to help her sisters not to suffer needlessly.
Truth and authority
For Donata, there is a small lie told when obeying. For her sisters, it is enough to say, "I'm not allowed to do that." But for Donata, the question is actually, "Can I do it or not?" One can still do what they are told not to do. Donata knows that more than anything. Therefore, she is never satisfied by authority figures and their instruction about how to be or how one has to live. She obeys only the truth of her actual capacity. Can she sneak out and see the kingdom as a pauper? Yes, she certainly can. Her authority comes from this honesty about freedom.