The main themes of Don Quijote are the following:
In regards to the broadest theme, the knowledge of the truth and the sense of life, Angel del Rio says that the best solution for this concept is disillusion: which can be seen in Quevedo (the world of nightmares), Calderon (the world as a theater or a dream, fake things) or Gracian (a deceiving world, cave of nothing). Behind all of this, you can find reality, the other life, and the permanent glory that a man has to conquer with his willpower, helped by the heavenly grace.
Even though Quixote was read by many, Cervantes produced a greater influence through his Exemplar Novels, which naturalized the Italian novel in Spain; this is actually how Lope de Vega wrote four novels. The most famous one was La Dorotea, inspired by The Celestine; this piece had autobiographical content and narrates the mistakes he made in his youth with Elena de Osorio.
Throughout the XVII century, the novel was transformed into something vain, and that’s a reflection of the society for which was written: a decadent society who drowns itself in recklessness and frivolity, clutching to appearances and social ceremonies with stubbornness, and including a progressively empty sense of honor.