I can think of several examples of the theme of love in Don Quixote. In the very first chapter, when Don Quixote decides to undertake his quest and become a knight like the ones he has so admired in the stories he reads, one of the first things he realizes he must do is look for love.
“So then, his armour being furbished, his morion turned into a helmet, his hack christened, and he himself confirmed, he came to the conclusion that nothing more was needed now but to look out for a lady to be in love with; for a knight-errant without love was like a tree without leaves or fruit, or a body without a soul.”
In this quote, we can see that Don Quixote’s desire for love stems more from his desire to be a knight-errant and to uphold romantic ideals of the past than from any organic desire for romance. Love is part and parcel to the role he plans to play.
Eventually, his desire for love is fulfilled in Dulcinea, a common village woman who, in Don Quixote’s overactive imagination, is elevated to the status of a lady. She is mentioned throughout the epic but never appears as a character, and it is clear that she has no idea she has become the object of Don Quixote’s fanatical obsession.
The example of Dulcinea serves to illuminate again the way that love, for Don Quixote, is just another delusion. Though the man himself might claim that Dulcinea is the driving force behind his every adventure, he doesn’t actually know anything about her. She is just an excuse for his antics. Though love was a central, driving factor to the romances and heroics of ages past that Don Quixote is so enamored with, in his own life it becomes, like most everything else, a twisted parody.
Ultimately, one could argue that the real driving love motivating Don Quixote's actions is not his love of any one person but rather his love of the very concept of the knight-errant itself.
In Cervantes' epic, Don Quixote tries to live by the tenets of "courtly love," a concept that was very popular in his era.
David L. Simpson of DePaul University explains courtly love in literartue. He says that, "before it established itself as a popular real-life activity, courtly love first gained attention as a subject and theme in imaginative literature. Ardent knights, that is to say, and their passionately adored ladies were already popular figures in song and fable before they began spawning a host of real-life imitators in the palace halls and boudoirs of medieval Europe. (Note: Even the word "romance"--from Old French romanz--began life as the name for a narrative poem about chivalric heroes. Only later was the term applied to the distinctive love relationship commonly featured in such poems.)"
Courtly love is one of the major themes the Don's adventure and it almost always informs the tone. From the beginning of the Don's adventures to obtain the elusive Dulcenia, his every action is propelled by the concept of courtly love. He battles the "giants" for her (the windmills). He endures scorn and challenges to his manhood for the lady. He travels far and wide, all for the adoration of his supposed "beloved."