Naturalism in Theater
Strindberg's preface to the play articulates his interest in naturalism, which is a narrative style that depicts the characters as formed by—and operating in a way that shows they are beholden to—the way they were raised, the dictates of their class position, and simply the general social, historical, and even biological pressures operating upon them. Their fates within the play are often predetermined by their milieu, though the playwright takes pains to make the dialogue and the staging as realistic as possible. There is a sense that it is a question of the "survival of the fittest," and a quasi-scientific picture of the human condition undergirds the characters and their actions.
Gender
Strindberg is deeply hostile to women—especially those who attempt to go beyond the preordained gender roles and become "half-woman half-man." Girls are not supposed to be raised as boys; women are not supposed to indulge in their sexual desires or seek to participate in society in any autonomous way. They are to be dependent, polite, and restrained. Gender and class coalesce in this text to create a situation that inevitably leads to Miss Julie's punishment—after all, how can she be permitted to have sex with whomever she pleases and defy her class bounds?
Religion
Kristin is the most religious figure in the text, and Strindberg blatantly declares in his preface that she is a "slave" to her faith. In his personal life, Strindberg had renounced his faith and become an atheist, so it is not surprising that Kristin's faith is depicted as cruel and oppressive. For example, Kristin offers Miss Julie the contradictory verse of the last being first, which some scholars suggest is Kristin's way of subtly hinting that Miss Julie kill herself. Ultimately, in the text religion is a structure that meshes with gender and class to keep people in their prescribed strata.
Escape
Both Miss Julie and Jean dream of escaping (as did Miss Julie's mother, it seems). They literally dream of a different world for themselves, and carry out actions in their waking hours that putatively bring them closer to escape. However, Strindberg suggests that escaping the strictures of one's class or gender is not easy and in most cases is not advisable. Miss Julie is punished for her behavior, which is not in line with her position as an upper-class woman, and even though Jean avoids the fate Miss Julie suffers, he too remains trapped in his servile position.
The Self
Miss Julie complains that she barely has a self—that everything she thinks, feels, or does is predetermined by the way she was raised and the strictures of her class. She laments the fact that she has nothing for herself, and almost is nothing. Since Jean does have a self, though a noxious one, Strindberg seems to suggest that Miss Julie suffers a want of a true self because her mother erred in raising her as a "half-woman."
Midsummer
The text is purposefully set during the holiday of Midsummer, or the summer solstice, when rank and hierarchy are to be set aside and people can come together to celebrate light and rebirth. The celebrations include music, dancing, flowers, and alcohol, all of which are associated with sensuality. Miss Julie is thus predisposed to want to escape the bounds of her class and to pursue a flirtation with Jean, throwing caution to the wind while caught up in the fervor of the fete.
Social Class
Social class is an inevitable component of human society, Strindberg suggests—though there are innumerable problems associated with the resulting hierarchy. There are poor people who are intelligent and nimble and ambitious but are constrained by their station, as well as rich people who are foolish and ignorant and behave badly. The organization of society into these fixed stations leads to situations that can have no other outcome than to blow up, as Strindberg demonstrates in the play.