I agree that the coming-of-age/self-improvement is the main theme.
Another theme is on what Mr. Jaggers cautions, "Take nothing on appearances." For, Pip is deceived into believing that wealth elevates a person, he believes that Miss Havisham is his benefactor, he is deceived about Estella as being of an elevated social position and better than he, and, he is greatly deceived in his judgment of Magwitch. All of these self-deceptions of Pip are based on his taking appearances for the reality. For instance, because the Magwitch is a convict, Pip assumes first that he is a man who will harm him; later, when Pip as a gentleman learns that Magwitch is his benefactor, Pip is repulsed by the idea and rejects the man who loves him, believing himself better than a lowly criminal.
There is more than one theme present in Great Expectations. However, one of the main themes is Self-Improvement. This theme is seen in multiple ways throughout the text. This theme is extremely evident in the character Pip, who is very hard on himself. First he wants to improve himself morally.
Second, he wants to improve himself socially. In love with Estella, a member of a higher social class, he longs to be a part of this class. His ultimate desire is to be considered "a gentement."
Lastly, he wishes to improve himself educationally. In order to be considered "a gentlemen" in the higher social class, he must improve his education. A true gentlemen fulfills all his academic requirements. This is way out of reach for Pip and he knows this.
Of course Pip learns in the end that all of these self-improvements are not necessary to determine onces true worth.