Love is the exchange of stories
When Jimmy tries to connect with women, he quickly discovers that transactional sex is just not that intimate, although he enjoys it. He is still thirsty for something though, and he figures out what that is during his escapades: he misses the idea of meaning and passion—so he asks the girls (and the occasional male prostitute) to tell him their stories. In the exchange of stories, he pretends that it is Gloria talking. But, as he discovers at the end of the novel, Gloria is just a part of his consciousness that doesn't make sense to him yet. So when he listens to their stories as if they're Gloria, he is accidentally loving them as if they are part of himself. This is a thematic portrait of love as the act of empathetically sharing our stories with one another.
There are forces beyond what the mind conceives
This book is undoubtedly Jungian in its treatment of mental illness, especially since the last scene so poetically captures the basic theme of the book. Even though Jimmy can be said to be having a "psychotic delusion," which he admits to in chapter 28, the delusion corresponds to some fundamental truth about the universe (as he believes). In other words, he realizes that there are parts of his soul that transcend his perception, and "Gloria" is one of those.
Judgment versus empathy
For Jimmy, a prostitute is not a thing to be used and discarded. For Jimmy, a prostitute is more than a person—such a woman takes on epic, legendary qualities to him. He is in love with them, because he can see Gloria through them. But that's just a weird way of depicting (through anima-typed insanity) what it feels like to love other people and to crave intimacy with people. One accidental theme that is implied here is that Jimmy doesn't judge the prostitutes he sleeps with, like the misogynists do. To Jimmy, their willingness to be intimate with him is a kind of friendship that is more essential than their role in society. Therefore, he is able to empathize with their stories.
