Loneliness and relationship
These girls are wracked by depression because they are lonely, but it is difficult for them to draw that conclusion. Being around people is often very painful, but this is because being around people accelerates their fear of being socially unacceptable. The novella explains through its story that their despair is self-imposed. Because of fear of others, because of agoraphobia, and because of the fear of intimacy, the girls don't realize that they are lonely until they meet each other and finally have someone who understands their struggle, with whom they can connect.
Sex and intimacy
The intimacy that they experience is clearly a thematic part of the book. Their friendship goes from acquaintances with their shyness and fear of intimacy, through a friendship that lasts as they get to know each other, eventually blooming in a sexual relationship that surprises them (and perhaps even the reader). They are lovers, and they start to fall in love more and more, until the death of one of their parents sends their relationship into emotional chaos. They struggle to survive after their relationship ends for paranoid and unfounded reasons. Intimacy is closely related to tragedy here.
Approval and self-esteem
The girls give each other free approval and self-esteem, but not until they are in a trusting relationship, a thing that is often hard to come by for both girls. Once there is a place for them to experience approval and self-esteem, they build their whole lives around the approval of that other person, and a house of cards forms. The tragic downfall of their relationship is evidence of this quiet theme: that a person must love their self in order to sustain a healthy relationship through time.