Death
Death is frequent in this text and introduced in the first few pages as Mathilda tells us she is soon to die. As she tells her story, we learn that Mathilda has lost many loved ones during her short life, including losing her mother when she was born. After being abandoned by her father, he then returns and commits suicide shortly after. When speaking about her "tragic history," Mathilda is filled with misery, which is partly due to the prevalence of death in her life.
Incest
Many readers are shocked to discover the incestuous themes of this text. After Mathilda's father abandons her, he returns years later and confesses his love for her. This element of the text is something that was criticized at the time it was released.
Love
Love is a key theme in this novel and primarily takes the form of Mathilda's relationship with Woodville. Mathilda's reasons for writing down her story in the first place include a desire to express her gratitude to Woodville: "others will toss these pages lightly over: to you, Woodville, kind, affectionate friend, they will be dear."