In Voltaire's novel, Candide, three themes stand out in the old woman's tale.
The old woman has not always been a servant; in fact, she was once a member of the nobility—the Princess of Palestrina. The first theme I would identify would be that being born to greatness does not guarantee lifelong happiness. For instance, the old woman speaks of her betrothal to a prince of Massa-Carrara.
I was about to reach the peak of my happiness when an old marchesa who'd once been my prince's mistress invited him to her house for chocolate. He died in less than two hours, with horrible convulsions.
The second theme is that even when we feel that our lives are terrible, or our experiences the worst we can imagine, there are always others who have had more trials, more pain, than we.
For example, even as Candide and Cunégonde despair over their dire straits, the old woman's tale shares experiences far worse than their own, which they cannot deny.
The third theme is found in the old woman's reaction to what she has experienced:
I've wanted to kill myself a hundred times, but I still love life. That ridiculous weakness is perhaps one of our most pernicious inclinations. What could be more stupid than to persist in carrying a burden that we constantly want to cast off, to hold our existence in horror, yet cling to it nonetheless...
In other words, even when we feel our lives are at their worst, there is a love of life that persists within, driving us forward, refusing to release the very thing that causes us so much pain. Perhaps the old woman is intimating that although we may feel very low, our spirit fights to survive.
There may be other themes present in the old woman's story, but these are the three that stand out the most for me.