It deals a lot with issues like putting up facades or being yourself, adhering to commonly held beliefs and rules or not, and what fulfillment is compared to what we all think fulfillment ought to be.
Overall, it's a look at a several different characters trying to discover who they are, and trying to be happy. Some abandon a traditional life, some adhere as hard as they can, some do something in-between. It, along with Fight Club, are at the absolute top of my list. An examination of the broader topics of life... Amazing movies, both of them.