False Identity
Most of the people in the book have phony names: the Farmers, for example, are actually Paul, Anthony, and Louise Delmonte. They are in what appears to be the federal Witness Protection Program, however Paul has to attend regular psychotherapy sessions with "Brint", who does not appear to be a doctor. Likewise, Agent Grey from the Witness Protection Program is most likely operating under an assumed name.
The novel suggests that Anthony Delmonte testified against a powerful member of the Mafia or some similar organized crime organization. However at the end of the novel there is a suggestion that the WPP itself was involved in Paul/Adam's parents' murders, and that a recommendation has been made that the boy, too, be assassinated. As a result of all the false identities, the main character does not know whom to trust. Indeed, he does not even trust his own memory or the evidence of his own senses.
The Farmer In the Dell
The Farmer family, in an attempt to adapt to their new name, taught their son Adam the nursery rhyme "The Farmer In The Dell". In the song, everyone leaves, taking the thing or person they care most about with them. The farmer takes his wife, the wife takes the child, and so on through the end of the song where the rat or mouse takes the cheese. But there is nobody and nothing left for the cheese to take: the cheese stands alone. By the end of the novel, Adam has lost his parents and everyone else he has come to trust or care about, and so he identifies with the cheese.
Farming Theme
The author plays on the fictional name "Farmer" a lot. Besides the song about the farmer in the dell, Adam meets a man who says his name is Mr. Harvester. Mr. Harvester appears during part of Adam's long bike ride, telling him not to trust anyone. He appears also at the mental hospital where he speaks in a paranoid fashion about the lack of privacy. Whether he is a guardian, another patient at the hospital, an assassin, or a fellow member of the Witness Protection Program is not clear.
Memory
One of the things that Brint, the supposed psychotherapist, does is to try to determine what Adam Farmer, the main character, does or doesn't remember. The narrative is ambiguous, alternating between a long bike ride and flashbacks of life with Adam's parents. At the end of the novel, when the reader comes to the conclusion that Adam is still in the mental institution and is perhaps having delusions of a long bike ride or even of his previous life with his parents, the person recording the interview with Adam recommends that he be killed. This radically changes the context of the interviews with the "subject", Adam, and makes the reader question most of the earlier assumptions in the book such as whether the Delmontes were innocent people being protected by the WPP, or which aspects of the story, if any, are supposed to be true.