The journey of Nora in this excellent play is one that demonstrates the truth of the thematic sentence of this question. She starts the play acting and talking like a guilty child who knows she has done something wrong but doing everything she can to avoid being caught. It is clear in the presentation of her marriage that she is not really an adult, even though she has been married for a number of years and has children. The events of the play, and in particular the letter that Krogstad writes and Torvald receives, force her to grow up and to acknowledge that she is living a life that is not her own and one that she has not chosen for herself. At one stage in the final scene she states that she simply passed from her father's hands into Torvald's hands without ever having to grow up or show responsibility. What she does in the final scene, however, is to question and challenge the roles that she has been given. Note what she says in response to Torvald's claim on her as being "a wife and mother":
That I don't believe any more. I believe that first and foremost I am an individual, just as much as you are--or at least I'm going to try to be. I know most people agree with you, Torvald, and that's also what it says in books. But I'm not content any more with what most people say, or with what it says in books. I have to think things out for myself, and get things clear.
This quote clearly relates to the thematic sentence of this question. Nora recognises how there is the danger of accepting roles that others thrust upon us so strongly that people never actually find out who they are or who they were meant to be. She determines to "think things out for myself, and get things clear." Her act of leaving Torvald and her children at the end of the play is representative of her search for self-knowledge, and this is a journey that she begins consciously as she slams the door at the end of the play.