Mystery and Suspense
As the title of the novel indicates, mysteries and suspense are a major theme within the novel. The theme of the novel begins with innocuous details such as Emily finding notes for her in the fishing-house, and losing the bracelet with her portrait. As the plot progresses, the mysteries become more intricate and more malevolent: the secret portrait and papers imply that Monsieur St. Aubert has some sort of long-held secret, the strange music at various locations hints that presences are lurking, and of course, residences such as Udolpho and Chateau Le Blanc are positioned as hiding all sorts of secrets, including being possible sites of murders, imprisonment, and hauntings. Sometimes Emily is in the dark about what is happening around her, but sometimes the theme of mystery is heightened because something Emily has seen (such as whatever is hidden behind the black veil) is withheld from the reader. Many seemingly unrelated mysteries are eventually revealed to be interconnected, creating a more complex sense of plot, and when all of the answers are revealed at the very end of the story, it creates a powerful sense of narrative satisfaction.
The Supernatural
In various settings within the novel, particularly the castle of Udolpho and the Chateau Le Blanc, Emily and other characters fear that supernatural forces may be at work. Mysterious sights and sounds, especially at night, suggest that ghosts or other supernatural forces might be haunting these spaces. Because the description of whatever Emily glimpses under the black veil is left so vague, there is also possibly a supernatural aspect at play here. The theme of possibly supernatural elements creates an atmosphere of tension, danger, and suspense; however, Emily also fixates on these less plausible threats while sometimes ignoring the more real dangers of rape, abuse, abduction, forced marriage, and even murder. Given Emily's sensitive and imaginative disposition, it can be hard for readers to discern whether these supernatural elements are being presented as plausible, or as figments of her imagination. There is also a sense that Emily sometimes takes some pleasure in imagining these supernatural threats, and Radcliffe carefully provides rational explanations for most of what is initially represented as potentially supernatural.
Gender
Given both the historical period when the novel is set (the late 1500s), and the time when Radcliffe was writing (the 1790s), it is hardly surprising that the inequality and vulnerability of women is a significant theme. Women are shown to have little control over whom they marry, since the threat or reality of a forced and unhappy marriage occurs over and over again; the Signora Laurentini is nearly forced to marry Montoni, Emily is nearly forced to marry Morano, and the poor Marchioness de Villeroi finds herself trapped in an unhappy and eventually homicidal marriage. Women can also be denied the ability to marry a man they truly love: the Signora cannot marry the Marquis, the Marchioness was in love with someone else before her marriage, and Emily has to battle almost all of her relatives before she can finally marry Valancourt. Madame Montoni, on the other hand, enthusiastically enters into a marriage, but her husband ends up mistreating her, and causing her death. Emily is often under threat of being attacked and possibly raped, and she has limited options to seize control of her destiny, unlike the male characters who have much more agency and freedom of movement. Also, Emily's business and financial interests are largely usurped by male guardians such as Monsieur Quesnel. It is only when Emily becomes very wealthy (interestingly, largely due to money inherited from other women) that she becomes a more empowered figure who can make her own decisions about her future.
Property and Inheritance
Despite the mysterious and supernatural ethos of the novel, a surprising amount of the conflict can be traced back to highly practical economic concerns, especially around property and inheritance. Upon her father's death, Emily has the potential to be an heiress, although the financial status of her family remains uncertain for much of the novel. This potential makes her a valuable asset, hence why Madame Montoni and then Signor Montoni try to control her and manipulate her future marriage plans according to their own interests. After the death of Madame Montoni, Signor Montoni is willing to threaten, abuse, and potentially kill Emily in order to gain control of the property she has inherited. Monsieur Quesnel is cold and distant towards his niece, and only seems interested in Emily's fate based on how much money she has. Inheritances are also presented as a form of redemption: desperately trying to atone for her guilt, Signora Laurentini/Sister Agnes leaves all of her wealth and property to the nearest surviving relative of the woman whose death she caused. While much of the plot is driven by passion and volatile emotions, concerns around money, property, and inheritance are also significant themes in the novel.
Nature
Emily inherits her love of natural beauty from her father, and during his lifetime the two of them spend a lot of time admiring different landscapes and scenes of beauty. Afterwards, even when Emily is undergoing stressful and traumatic experiences, she never loses her ability to marvel at the beauty of nature. She notices and celebrates this beauty, and sometimes even composes poetry about it. The theme of admiring nature both juxtaposes with and heightens the overall narrative tension. It can seem jarring to go from scenes of violence and danger to admiring nature, but it also delays the plot and thus heightens the tension as the reader has to wait to find out what is going to happen.
Family
Family is an important theme in the novel, showing that it can both be a source of support and also a potential danger. Emily is very sad after she loses her parents, and this loss also makes her very vulnerable to people who do not have her best interests at heart. It is only when Emily is restored to a surrogate family in the Villefort family that she can move forward with her life in relative safety. By the end of the novel, Emily has laid the groundwork for setting up her own family by marrying Valancourt, and even rediscovered a new family connection by learning that the Marchioness was actually her aunt. However, many of Emily's relatives act selfishly and even cruelly towards her: Madame Cheron/Montoni, the Quesnels, and of course Signor Montoni (technically her uncle) all impede her happiness rather than encourage it. Other characters, notably the Marchioness de Villeroi, also find themselves in unhappy situations because their families force them into marriages they do not desire. While Emily is vulnerable because she lacks a strong family support system, it is also her family that acts as her worst enemy throughout the novel.
Emotion versus Reason
On his deathbed, Monsieur St. Aubert advises Emily to make decisions cautiously, and to follow her reason and not her emotions. Monsieur St. Aubert knows that Emily is sensitive, emotional, and can let her heart and imagination run away with her. Emily takes this conversation very seriously, but it is not entirely clear if she is able to live by this dictate in the remainder of the novel. She often comes up with fanciful and improbable explanations for events, and has a strong reaction to moments of tension and stress. However, Emily also does take on a tone of logic and reason, especially when she chastises Annette for letting her imagination run away with her, and she holds very firmly to her principles when she initially cuts off the relationship with Valancourt. Emily is very tempted to follow her heart and forgive him, but she holds firmly to her principles and is only willing to marry him once she is assured of his integrity.
