The theme of Walden is that the simple life brings us more fully alive. Thoreau expresses this theme in chapter 2 of the book when he states the following:

I went to the woods because I wished to live deliberately, to front only the essential facts of life, and see if I could not learn what it had to teach, and not, when I came to die, discover that I had not lived.

Thoreau's project is to strip away everything unnecessary from life in order to find out what is most important. As he describes in Walden, he has looked around and noticed people living unhappily, spending most of their time in work they hate in order to afford to pay for things they don't really want or need. His experiment is to see if he can live more fully—"to suck the marrow out of life"—by stripping down to only the barest physical necessities.

The book explains in detail how he does this. He saves money working and then takes two years off. He outlines the costs of buying and reconstructing a tiny cabin on a friend's property near Walden Pond. There he lives in the woods by the water and coexists simply with nature. He grows some of his own food and limits himself to only what he needs, such as a bed, table, chair, and simple clothes.

Living so simply becomes a liberation for Thoreau. He becomes more attuned to activities and rhythms of the natural world all around him. He also becomes more in touch with his own soul. He shows that most of us have the choice to live with less materially in order to experience the spiritual more fully.

One of the most important themes of Walden is the necessity of self-reliance. Thoreau believes that this is the ultimate virtue, something that speaks to our essence as human beings.

Thoreau is very proud—perhaps in some sense, a little too proud—that he has been able to live what he regards as a meaningful existence away from other people. He is especially proud of the fact that he has built a log cabin all by himself and is able to live on his own without interference from others.

The experiences recounted in Walden can be seen as part of an experiment in self-reliance, a chance for Thoreau to demonstrate to his own satisfaction that he can do without the trappings of civilization, including human company. Thoreau is clearly one of those people who thrive in solitude.

But with that solitude comes the necessity of absolute self-reliance. If you're on your own, then of course, it is incumbent on you to do everything for yourself and not rely on anyone else. Thoreau does this rather well, though it is by no means the case that everyone can follow suit. For one reason or another, it is neither feasible nor desirable for everyone to emulate Thoreau's example.

In Walden, Henry David Thoreau mentions that a lady once offered him a mat to put on the floor of his little house. Hyperbolically, he says that he refused this offer, because he had nowhere to put the mat, and no time to shake it out. He preferred to wipe his shoes on the turf outside his door. He adds, with puritanical fervor, that it is "best to avoid the beginnings of evil."

This is an extreme example of Thoreau's devotion to simplicity, which is the central theme of Walden. He continually points out that most people devote their lives to acquiring possessions which they do not enjoy and which do them no good. His own view is that possessions and the obligations that go with them are a burden. Even owning such a humble, utilitarian object as a doormat makes life slightly more complicated and, therefore, slightly worse.

The story of Walden is that of one man's quest to simplify his life as much as possible, and therefore to find out the essential nature of life and whether it is worth living. Many people might think that "experiencing life" means traveling the world, seeing sights, meeting people, trying new cuisines and experiencing new cultures. For Thoreau, these are all distractions from life. His idea of experiencing life intensely is to divest himself of everything but the bare essentials, so that he is free to contemplate the world around him, and the thoughts it inspires.

To the answer above, I would add that Thoreau--as any Transcendentalist--also believed heavily in the idea of self-reliance. In fact, the entire experiment at Walden pond was Thoreau's attempt to put into practice the ideas expressed by Ralph Waldo Emerson. Emerson was the thinker/philosophy; Thoreau was the "do-er."

Much of Walden is the lessons Thoreau learned from living in the woods for 18 months. In living a self-reliant life close to nature, Thoreau believed he was closer to God and therefore was a better person.

To me, the point of Thoreau's book Walden is to give us his philosophical views of how you should live your life.  To me, his major points are:

• You need to be one with nature.  Thoreau is a Transcendentalist and they believe that people and nature are both part of each other.  They believe that being out in nature is good for your soul, basically.
• You need to not be materialistic.  Thoreau talks about the idea that people do not own their possessions -- their possessions own them.  He says that we spend all of our time trying to get more stuff instead of enjoying and living life.
• You need to be yourself.  Transcendentalists also want people to do their own thing, not to give in and do what society says they should do.  That's why he says

If a man does not keep pace with his companions, perhaps it is because he hears a different drummer. Let him step to the music which he hears, however measured or far away.