Family and identity
Without any real memory of his mother to speak of, and although he doesn't know anything about her, David's journey ends up being a journey to his own mother. He learns this when an artist stops him in Switzerland to paint his portrait (a symbol of identity). He learns that she also painted the portrait of a beautiful woman who lives in Copenhagen. The artist, Sophie, explains that woman's story, and David realizes that the woman's story is the same as his—he knows suddenly that it is his mother.
Through this, the novel shows that David's sense of identity and family is in his bones, so to speak. Even though he should have no way of recognizing his mother's face, he feels a magical attraction to her image from the first time he sees her portrait.
Death, pain, and experience
After David escapes the concentration camp, he begins his journey to Denmark. Along the way, he finds a girl trapped in a burning barn, and he saves her. Her name is Maria. Maria's family is incredibly thankful, but he overhears them talking one night; they're concerned he might have adult feelings toward Maria. They're concerned that his exposure to death, pain, and suffering has made David too mature for his age, too experienced.
He understands their concern and chooses to voluntarily ostracize himself from them. He leaves a sweet note explaining that he understands, and it's for the best. They regret their opinion and publish a letter to him in the paper, but he doesn't go back. David feels they might be correct about his emotional damage.
Life's journey
For David, life was a concentration camp, literally. Without a family, without a cultural heritage, without any experience of real life, David barely even understands what it is exactly about himself that makes him a prisoner—he doesn't grasp the concept of ethnic cleansing, both because he is young, and because he only knows two ethnic groups—the Jewish prisoners and the German guards.
Then his journey begins when a German guard frees him and teaches him how to escape safely and how to navigate to Copenhagen. David doesn't know this, but this guard also freed his mother once upon a time, and his journey will reunite them.
That means that this novel is a long journey through Europe. He goes to Italy first, then through Switzerland, he moves north until finally he finds safe passage to Denmark. This journey is thematic in nature. It represents the progress of David's character through life.