Spoiler alert. If you're watching it, or planning to watch it, and don't want to know anything about how it ends, don't read on.
To my mind, a major theme was the redemption of the main protagonist called Seong Gi-hun. At the start of the series we're introduced to him as a dissolute gambling addict who is a well-meaning but irresponsible father to his daughter. But he becomes the winner and sole survivor (not counting the old man) of the games, largely (if accidentally) as a result of his humanity. Towards the end, he is injured through the middle of one of his hands by a knife, wielded by his former-friend Cho Sang-woo, who also finds some redemption at the end, after his acts of betrayal. Is it too much of a stretch to see this hand injury as stigmata-like symbolism? There are, after all, frequent allusions to Christianity throughout the series. Is it even more of a stretch to regard the old man (who turns out to be the quasi-omniscient creator of the game) descending into the game and living among its participants as also having parallels with Christianity?
Obviously another theme is social commentary about the ills of society, and in particular the way that personal debt can become a trap leading people to commit desperate acts in attempts to escape from it.
Any thoughts welcome.