Symbolism, Imagery, Allegory
In the last chapter, while Pippi is celebrating her birthday with Tommy and Annika, she finds a sea chest of her father's belongings, including his nightshirt. Pippi throws it on immediately, saying, "If I hem it up around the bottom I can wear it" (11.65). She then approaches Tommy and Annika "with the nightshirt dangling around her legs" (11.66).
This image of Pippi in her dad's nightshirt remind us that as self-sufficient as she is, she's still a little kid—small, vulnerable, and positively swimming in a piece of adult clothing. And if that's not enough to get you thinking about how young and alone Pippi really is, just flip a couple of pages.
When Mr. Settergren comes to get Tommy and Annika, they all wave goodbye and we're left with two contrasting images: Tommy and Annika and their real flesh-and-blood dad in the garden, and Pippi alone on the porch "with her stiff red braids, dressed in her father's nightshirt which billowed around her feet" (11.78).
It almost makes us sniffle. Almost. Until Pippi shouts out her triumphant last line. (There's more on that in the "What's Up with the Ending?" section.)