What is the theme of Chile Harold's Pilgrimage?

In general, the most prevalent theme in Childe Harold's Pilgrimage is the cognitive transition from adolescence to adulthood. The protagonist of the narrative poem finds himself jaded, disillusioned with life and somewhat blindly seeking stimulation and meaning in far-flung places. The protagonist of this tale experiences a number of transitions toward this end.
For instance, in Canto I, Harold sings a long song about leaving his home while aboard a ship.

'Adieu, adieu! my native shoreFades o'ver the waters blue;The Night-winds sigh, the breakers roar,And shrieks the wild sea-mew.Yon Sun that sets upon the seaWe follow in his flight;Farewell awhile to him and theeMy native Land—Good Night!

Harold embraces the tumult of the sea and the unknown and does not have sorrow in his heart when he parts with his "native shore," a childhood home he feels he has outgrown. 
Throughout the following cantos, Harold continues to strive for independence and singularity in thought; he wishes to candidly observe life's bittersweet quality. In canto III, he states:

My springs of life were poison'd. 'Tis too late!Yet am I changed; though still enough the sameIn strength to bear what time can not abate,And feed on bitter fruits without accusing Fate.

Harold continues to seek novel experiences and ideas, but he also confronts painful revelations about the state of human existence: our violence, our futility, and our "bitter fruits." This is a common enough conflict. Harold both appreciates the beauty and variety in life and resents its constant strife and destruction. It is a painful transition which often plagues young adults to reconcile these two qualities of being, after the simple complacency of adolescence.
In fact, "Childe" is very much a term which expresses transition or of shifting from one state to another. "Childe" is essentially a ranking assigned to sons born of English noblemen, who may qualify to become a knight or squire. Both Childe Harold's station in life and state of mind are somewhat liminal, in between two mutually exclusive places.