As with most Shakespeare plays, The Winter's Tale contains many different themes. It should not be surprising that love—or, more specifically, youthful, defiant love—is a part of the story. While this play is not nearly as beloved or well known as Romeo and Juliet, The Winter's Tale does similarly showcase young teenagers who are in love with each other and act against the wishes of at least one family member. Polixenes's young son, Florizel, is in love with Perdita, and she is in love with him. They have plans to marry, but Polixenes is dead set against that because of the massive socioeconomic divide. Florizel is a prince, and Perdita is a lowly shepherd's daughter. This brings forth a theme of money, marriage, and social status. The fact that the two young lovers end up together and supposedly live happily ever after further showcases the thematic belief in the idea that true love can fix all problems. The reunion between Leontes and Hermione also shows the power of love. Hermione apparently comes back from the grave, gets back together with Leontes, and supposedly lives happily ever after with him.

Within these marriages there is also a theme of forgiveness. Hermione forgives her previously very jealous husband, Polixenes forgives his son for wanting to marry Perdita, and Leontes and Polixenes once again become friends.

How are faith and theology expressed in The Winter's Tale?

Consider looking at the consequences of sin in the world.  For example, Leontes' jealousy results in the loss of his wife, his daughter, and his son.  

Looking at Perdita, the banished daughter, might be another good way to take your argument. Begin with her name:  in Latin, "Perdita" means "that which is lost."  Faith in her just position as the heir to the throne carries her through to the end. This could tie nicely into a commensurate theme of faith, that of loss and redemption. 

Still another way to think of the play from a theological standpoint might be to explore the consequences of sin at the conclusion.  The Bible says, "The wages of sin are death."  Here, although time has passed and the ending is bitter-sweet, time cannot completely erase the sins of the past.  As the Shakespearean scholar Jean E. Howard notes,

The point of The Winter's Tale hardly seems to be that folly has no consequences or that earthly paradise is possible...Rather, the play celebrates the true miracle of partial restorations, of moments of exquisite joy wrested by work, art, and good fortune from the pains of the imperfect world men and women have made.

Now, if that isn't a perfect parallel to sin and redemption in the world, I don't know what is!

Work Cited:  The Winter's Tale.  The Norton Shakespeare Based on the Oxford Edition.  ed. Jean E. Howard, pg. 2881