At its core, His Dark Materials is about the battle between free will and destiny. Pullman most obviously expresses this theme in the tension between the Church and holy Dust that pervades the trilogy, but it is also exemplified in the stories and characteristics of the main characters. Though allied, Will and Lyra are used as illustrations of these opposing ideas, and how they can work in tandem.
Though Lyra certainly plays an active role in her story, she is an innocent, and many of the larger choices are made for her. Due to his mother, Will had to grow up fast, and make many of the “adult” decisions in his household. An example of Lyra’s passivity and Will’s activity can be found in how they achieve their instruments. She is given the alethiometer by the Master of Jordan College, whereas Will must fight an old man and lose limbs to earn the subtle knife.
In the first book, Lyra is surrounded by helpful adults who guide and help her on her journey. Due to a prophecy, they serve her and her cause without asking for anything in return, and help to adviser her to the right path. Will has none of this. From the moment he drops his mother off at his piano teacher’s home, he is alone in the world, with no allies to help him on his way or show him where to go. He must rely entirely on his own mind and willpower to survive.
Though they both exhibit parts of both concepts, Pullman uses Will and Lyra to extend his main idea. Will exemplifies free will in more than just his name – he is alone in the universe and reliant entirely on his own choices to make it. Lyra has a destiny spoken in prophecy, and because of that is given tools and advisors to help her on her path. Though obviously neither is better than the other, contrasting the two is necessary to further understanding of the series.