Marriage and the self
Most of the novel involves some kind of unspoken witchcraft by which, for instance, Toru sees a false image when he looks at his wife, an image named Nutmeg who makes him sexually service old women. The novel even opens with a dilemma of independence. Toru loves eating simple lunches and dinners, and he enjoys his jazz and his free time. But he keeps getting bothered by other people, indicating something of his opinion of others. The combined effect is that much of the novel seems to be discussing the dual identity which married people experience: subject entirely to the other person, but also free and independent.
Sexual desire
The effect of Toru's constant misfortune and rejection indicate that he is trapped in a psychic state of insatiable desire. His experience of life feels unsatisfactory at best, and he opens himself up to be manipulated by spirits who are female in nature. The literary history behind this idea of the "femme fatale" or the "anima" goes all the way back to ancient folklore. In this story, it seems to be represented most clearly in Toru's feelings of cuckoldry (his wife has been having a very satisfying affair) and insatiability (he seems to desire a 15-16 year old girl, representing his inability to have what he wants).
Surrealism and lyricism
Murakami said of this novel that in his writings, he tries to construct ideas that flow like a piece of jazz, and much of the novel functions exactly for that purpose. Therefore the book is an emphatic defense of beautiful language (as opposed to plot structure or continuity which the novel severely lacks).