Everything means something.

And then what?" said her daemon sleepily. "Build what?" "The Republic of Heaven," said Lyra.

Religion grants its adherents malign, intoxicating and morally corrosive sensations. Destroying intellectual freedom is always evil, but only religion makes doing evil feel quite so good.

But suppose your dæmon settles in a shape you don't like? Well, then, you're discontented, en't you? There's plenty of folk as'd like to have a lion as a dæmon and they end up with a poodle. And till they learn to be satisfied with what they are, they're going to be fretful about it. Waste of feeling, that is. But it didn't seem to Lyra that she would ever grow up.

Iorek Byrnison: Can is not the same as must. Lyra Silvertongue: But if you must and you can, then there's no excuse.

Lyra learns to her great cost that fantasy isn’t enough. She has been lying all her life, telling stories to people, making up fantasies, and suddenly she comes to a point where that’s not enough. All she can do is tell the truth. She tells the truth about her childhood, about the experiences she had in Oxford, and that is what saves her. True experience, not fantasy - reality, not lies - is what saves us in the end.

Lonely? I don't know. They tell me this is cold. I don't know what cold is, because I don't freeze. So I don't know what lonely means either. Bears are made to be solitary.