What are the major themes of The White Castle?

The overriding theme of The White Castle is the fundamental unity of humanity, one that transcends (what for Pamuk are) the artificial differences of race, color, culture, and class that human beings put between themselves as barriers. This theme is established in the book's central relationship between Hoja and the anonymous narrator. Not only do they physically resemble one another, they even come to anticipate each other's thoughts and concerns. 
The book's central theme is that of identity. Hoja and the narrator's respective identities are so fluid and so changeable that they imperceptibly merge into one. At various points, it no longer becomes possible to speak of two separate individuals. As we reach the end of the story, Hoja and the narrator exchange clothes and go their separate ways. In doing so, they put on the mantle of each other's outward identities: Hoja as a Venetian slave and the narrator as Hoja, Ottoman court astrologer.
The nature of power is another major theme. Initially, the narrator is a slave, and Hoja is unequivocally the master. However, as the story progresses, their dynamic shifts back and forth rapidly. What Pamuk is trying to do here is get us to see that power does not reside in the identities imposed upon us by society, it comes from within, from the common humanity that each and every one of us shares.
The ultimate ease with which the two men exchange identities forces us to question the dominant Western conception of the self. Since Descartes revolutionized philosophy in the 17th century, the self has tended to be construed as isolated, set against a world of nature, objects, and other selves, which makes it becomes difficult to establish any kind of meaningful connection. Here the problem is dissolved. We are all one. The self, as conceived by Descartes, is simply another artificial construct of the human mind, one used to keep us apart and forever in conflict.
Finally, Pamuk explores the theme of the often tense relationship between East and West in modern day Turkey. Constantinople (present day Istanbul) is the ideal location in which to do this, as it straddles the continents of Europe and Asia. Pamuk, as a European from an overwhelmingly Asian country, embodies the paradox which lies at the heart of Turkish national identity. As an ardent secularist, Pamuk identifies with the Venetian slave to a considerable extent. His capture at the hands of a stagnant, corrupt empire, riddled with obscurantism and superstition, ably symbolizes the present day plight of the secular Turkish intellectual.