One major theme in The Tale of Despereaux is a common theme in a lot of stories.  That theme is the theme of light and dark and what each represents.  Obviously The Tale of Despereaux is it's own story, but with this theme in mind, it might as well be Star Wars.  On a literal level, lightness and darkness are represented by two physical locations within the story.  Light is the upstairs of the castle, which is open, airy, and well lit.  The dark is the dungeon.  Like Star Wars, The Tale of Despereaux emphasizes that the light is love, kindness, empathy, forgiveness, etc.  If you like, those concepts are quite Biblical as well.  Galatians 5:22 lays out what Christians call "The Fruit of Spirit." 

But the fruit of the Spirit is love, joy, peace, forbearance, kindness, goodness, faithfulness, gentleness and self-control.

Darkness, on the hand, represents just about everything else -- hate, anger, suffering, despair, revenge, etc.   Many of the characters in the story are in a constant struggle to escape the dark dungeon, so that they may make it upstairs into the light.  You could consider that a Biblical struggle as well.  Get out of the darkness of hell into the light of heaven. 

A second theme of the story is the theme of individuality.  This is not a rare theme in literature either.  Readers are constantly bombarded with characters that "go their own way" to save the day, get the girl, etc.  Despereaux is no different.  

 “an interesting fate awaits almost everyone, mouse or man, who does not conform.”