What is the main theme of Game of Thrones?

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The main themes of Game of Thrones are Power and Morality / Honour.

The theme of Power is revisited time and again through the diverse ways in which the characters attempts to gain it, hold it, wield it, or manipulate it. 

Tywin Lannister is uncompromising and merciless, using fear to cow his opponents. Littlefinger and Varys are manipulative, moving the other characters like puppets. Tyrion uses wisdom. Daenerys inspires loyalty to gain power. 

But further than this the deeper question is "where does power lie?" In the books there are even discussions that openly ask this very question. In all societies the masses of ordinary people much outweigh those in power. So how do those in power hold it? The books suggest that power lies where we believe it to be. 

The theme of Morality / Honour is another main theme and is used to provide additional depth to the characters. 

Jaime, the Kingslayer, starts the books with a terrible reputation but over time we come to learn that his path has been set by impossible choices, and that much (although not all) of his bad reputation is ill-deserved. 

Other characters such as Jon Snow and Davos Seaworth also continually battle with questions of honour and morality.  These pit oaths they have made, to the Night's Watch, or to Stannis, against other loyalties, such as family, or simply what they believe to be right. 

Through the different characters the books examine different attitudes to morality and honour and they show how situations force compromise and drag people away from who they set out to be.