Jake's desertion
Jake's situation in the army is a catch 22. If he wants to be treated as a human being instead of as a slave, he must abandon his post in the army, but that technically constitutes desertion, and maybe even treason. Perhaps Jake's character is most defined by his willingness to break rules that were designed for morally wrong reasons.
The lovely prostitute
Because Jake understands the brokenness and cruelty of the world, he doesn't mind that his lover is a woman of the night. He sees through that bleak reality and sees her beauty and power. She's a fighter like him, and he falls in love. This humble willingness to love even a traditionally dishonorable woman allows Jake to have what he wants most—a companion.
The irony of jazz
The darkness of jazz will come as a shock to many people, because jazz is sometimes hard to understand on the surface. Because it doesn't have the obvious darkness that other genres might, it often sounds happy, but the music isn't about happiness. It's about resisting hopelessness in a world of such complexity and tragedy that the music comes out broken and nuanced. This novel is a beautiful expression of that kind of jazzy energy, and its depictions of jazz are helpful for those who don't connect with the genre.
The irony of home
Home isn't Harlem anymore, as Jake learns. His experiences and journey into Europe have reshaped his view of the world. For instance, he lived with a white woman in London. Harlem isn't a place where that kind of behavior is safe or tolerated, not in Jake's time. This makes him feel out of sync with the world he once knew, so much so that the only person he really connects with is a prostitute. This is a depiction of disenfranchisement.
The irony of the conflict
When Jake pulls a gun on his buddy Zeddy, there's irony there. Irony because the friends are now enemies. Jake's violence is an interesting detail as well.