Every good story, nay, every story, has a question at its heart. A question that the story revolves around, a question the story not only seeks to answer, but presents itself as an answer to. Every story, except some ;)
Understanding this question can often shape the way you look at a story. Things that you did not understand their “Why?”, the reason they occured, and that had seemed meaningless, are suddenly seen in a new light. You construct the story and give it a theme, of answering the question, of resisting the question, and so on.
Most interesting is the analogy of coloured glasses, or a point of view. Many people see a different story being told, a different theme. And in many cases, there are many “legitimate” answers, and switching from one question to another can help you consider the story from different directions.
An anime I absolutely love is Code Geass. Many people have found Code Geass, and especially its second season to be lacking, in some way. I try to get them to look at this “question” that the series poses as its theme in order to help them see the series as I see it, and hopefully appreciate it as I do. The question Code Geass poses is this, “At what cost victory?”
The first season is quite light-hearted, in a way. We see what Lelouch is willing to do, who he is willing to quash, what he will do in order to secure victory, and the world he is looking to establish. The second series is where the question which the protagonist thought he answered decisively in the first season returns, and the protagonist is told that his answer is unsatisfactory, his resolve untested, and that he must demonstrate further conviction.