Identity
Olenka, the titular "darling," has no identity outside of the men she loves. Her opinions, personality, and actions are entirely dictated by the interests of her current husband. In her first marriage, Olenka spends all her time at the theatre that her husband owns, investing everything in helping him with his work. When her first husband dies, she falls in love with someone else and loses all interest in her past passion in order to adopt her current husband's interest. When Olenka is without a husband, she sits aimlessly and is unable to form any thoughts of her own. Olenka is characterized as a kind of leech who can only exist through the being of another person. Chekhov warns against this type of woman, who is purely defined by her male relationships.
Love
At the beginning of the short story, Chekhov explains that Olenka was "always fond of someone, and could not exist without loving." Olenka is defined by her love, first for her father, then for her husbands, and finally for a child that she becomes obsessed with. While this love is strong in the moment, it quickly transfers. She seems to love her husbands deeply, and embraces every aspect of them, but as each dies she quickly moves on to the next, immersing herself just as deeply as before. This pattern suggests a kind of shallowness to Olenka's love and illustrates that perhaps Olenka is more in love with being in love than with any of the men to whom she attaches herself.
Gendered Roles
Simply, men in this story are portrayed as opinionated individuals with some purpose, be that as a theatre owner, an entrepreneurial lumber merchant, a veterinarian trying to make it on his own, or a young boy working to become a doctor or engineer. Women, on the other hand, are presented in much vaguer terms. Olenka takes part in whatever the man who is the focus of her life at that moment is engaged with, but doesn't do much of her own. The other women we encounter fall roughly into some stereotype: the old woman Olenka drinks tea with, Smirnin's estranged wife who is basically a non-entity, the various women Olenka encounters at the market, church, or post office. Men are portrayed as driven, and women, generally, are there as background.
Fate
There's a strong sense of fate throughout the story, and Chekhov makes sure its effects seem completely arbitrary. Kikun is thrown in prison after facetiously declaring that he'd rather be thrown in prison than run his theater. Pustolatov grows ill after spending a cold day in the yard that he and Olenka treasure so much. Olenka is doomed to always lose the men she grows obsessed with, and in turn to lose her identity. In each of these cases, the characters' fates seem written on the wall, and the story is propelled by watching these fates play out.
Religion
Throughout the story, the characters frequently talk about God's will or pray with one another. Chekhov seems to be contrasting this belief in God with the aforementioned theme of fate. To paraphrase what Pustolatov says to Olenka after Kikun's death, God has a plan and people on earth must simply accept it. Through this line, Chekhov seems to prod the reader to ask if such bizarre and arbitrary fates really could be the act of God. As the story progresses, the only real logic that seems to play out is simple human mortality and change, with God providing little grace, but potentially a whole lot of hardship.
