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Twelfth Night is a comedy which takes place in a country called Illyria. This is important, since the name of the country implies illness. This illness isn't physical but mental and emotional and seems to affect everybody to a greater or lesser degree.
The play was written during the rise of the Puritans and Malvolio is a wonderful example of Puritan ideas. His name implies his nature. He a strict, no nonsense kind of man. He doesn't seem to find any joy in life. Secretly he desires Olivia but in reality knows this is not possible. When he "finds" the letter, he drops his guard and begins to believe that life with Olivia is possible after all. He becomes the source of humor for both Toby and company and the audience.
Malovilo can also be seen as the new whereas Feste is the old. By this I mean that Feste was the jester of Olivia's father and represents the good old days. Note the name again, Feste, festive, happy, etc. Malvolio on the other hand is newer, probably never knew Olivia's father. He represents the new order. Also his name is important, mal, bad.
At the end of the play everybody seems to be happy except Malvolio who storms off stating that he will be revenged on the whole group. Since the Puritans eventually succeeded in taking over England, one could say Malvolio won in the end.
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