Death, escape, and endings in general are primary themes in Sylvia Plath's "Daddy."
The poem recounts the death of Sylvia Plath's father, and explores her feelings of both guilt and freedom. In the poem, Plath struggles with her hatred toward her father, and the guilt she feels for having hated him. At the same time, she expresses a sense of freedom at his death. It's as though Plath's intense hatred for her father imprisoned her.
What Plath really wants to end is the way in which her hatred for her father has limited her own life. When she states at the beginning of the poem: "Daddy, I have had to kill you," Plath is referring to her need to be free from her own feelings of hatred toward him.
Ultimately, she achieves the resolution she seeks. She expresses that final ending -- that final break with her father and with her hatred of him -- in the line: "Daddy, you bastard, I'm through."