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Your main character should not be aware of the full dimensions of the theme at the beginning of the story, but he/she will learn.
The theme is what your character will come to understand. It is their concept of the world, their new worldview.
It comes with growth and change. It occurs through their struggle with what they believe in and how they will come to understand how the world really works.
Finally, it may be the way you believe the world to work, but it doesn’t have to be. Like your character, you may come to realize what you believe may not necessarily be the truth of the world.