Like most stories, this story seems to have many different and varying themes. Clearly one of the key topics of the story concerns the relationship between Azucena and Rolf Carle, and the way in which this experience enables Rolf to face certain memories of his past and childhood. If you are interested, these are featured in Isabel Allende's novel, Eva Luna. The traumatic experience of watching Azucena slowly die breaks down the barriers within Rolf Carle:
That night, imperceptibly, the unyielding floodgates that had contained Rolf Carle's past for so many years began to open, and the torrent of all that had lain hidden in the deepest and most secret layers of memory poured out, leveling before it the obstacles that had blocked his consciousness for so long.
The connection between them and the intimacy which they are forced into means that Rolf recognises how his past resembles Azucena's present:
He was Azucena; he was buried in the clay mud; his terror was not the distant emotion of an almost forgotten childhood, it was a claw sunk in his throat.
As Rolf says to Azucena after this night of revelation, he is not crying for Azucena, but for himself, for he hurts all over.
The title seems to suggest that for individuals like Rolf, tragedies such as that of Azucena confront us with our own fragility - we are made of clay - a breakable, fragile substance, even though so often we try to live our lives as if we are unbreakable and stronger. We finish reading this story, therefore, wiser if not sadder about our own fragility.