Along with the theme of religion comes the theme of sacrifice. Roger is clearly a figure of sacrifice, and Lyra herself makes many sacrifices in the book. The most compelling and terrible sacrifice in The Golden Compass, however, is the one we are least likely to comprehend: the sacrifice made when a daemon is cut from its human. Since none of readers don't have daemons (we wish we did!), we might not really get how big of a deal this is, but Pullman does his best to help us wrap our heads around it.
In The Golden Compass, the word "sacrifice" is used to mask violent realities and abuses of power.