One good topic from Pan's Labyrinth is maturation. Ofelia grows throughout the film, both emotionally and mentally, and the labyrinth and its creatures change and alter to reflect the changes in her. Her maturation is marked by several events, some of them traumatic: the faun's three tasks, her connection to the labyrinth, her care for her baby brother, and her failure to protect her mother. All of these events force a child to become more mature, and one of the most important changes is Ofelia's loss of selfishness; she eats grapes in the Pale Man's room because she wants to, but then refuses to take a drop of blood from her bother at the end because she will not hurt an innocent, even if it denies her the fairyland. Under this interpretation, the labyrinth is the persona world that Ofelia creates to cope with the larger events around her.
Another good topic is the human reaction to cruelty. Ofelia's stepfather, Vidal, is an explicitly cruel man. He has no care for Ofelia or even her mother, only caring about his son, and it seems that he only wanted a son to continue his personal lineage. However, this could be a direct response to the war; there is an indication that his own father instilled cruelty into him, and that these tendencies are enhanced by the war itself. In this interpretation, Vidal is trying to hold onto something tangible through the madness of war; his stepdaughter seems insane to him, but he wants to leave part of himself behind in his son. This wish is refused, and his cruel reaction to the world leaves him dead and forgotten.