Fantasy
Fantasy is a key aspect of this series, including in Siege and Storm. For example, the Grisha are people who are able to magically harness the powers of nature, including wind and fire. This gives the novel a distinct fantastical, magical quality.
Destiny
Throughout the text, it is maintained that Alina is destined for something great. This is reinforced by her powers (the ability to summon light), which is incredibly rare. The fact that the protagonist is destined for greatness, or is special in some way, is a key aspect of many fantasy novels.
Courage
Throughout the novel, Alina is shown to have great courage and perseverance. For example, she must return home to Ravka to fight against the Darkling, which requires a tremendous amount of bravery. As a result of this, Alina earns the respect of the leaders of Ravka and its citizens, who begin to call her a Saint. Overall, the message is that great heroism requires a substantial amount of courage.