One crucial theme of the play, besides those mentioned in the other answer, is how social class affects the relationship between men and women. Marlow is only comfortable around women of lower social classes; he knows how to talk to them because he doesn't think he's required to treat them with respect. Around upper-class women, by contrast, he's profoundly awkward, as he seems to have no idea how to speak respectfully to a woman. Marlow's class bias and sexism combine to create a profound disjunction between the way he treats the two different categories of women. Kate uses her knowledge of this aspect of Marlow's character to manipulate him and get to know him without his realizing that it is she he's talking to, which would have rendered him unable to communicate. Through the experience of being deceived and then learning his mistake, Marlow grows as a person, such that Kate is willing to marry him in the end.