It is the "how" that holds the story together. We are intrigued with Lyra's ability to plan and lie her way out of trouble. Eventually it is the Truth That Sets forth free.
The "why" she is being sought and the "why" she must go on brings us many conundrums did we not only face in the tale but that is, in our real life.
Lyra must fulfill a prophecy; HOWEVER IF she Becomes aware of her destiny, That destiny may never happen. For Those readers who have read Joseph Campbell you will recognize the classic Hero's Journey where a person coming of age must sacrifice the apron strings and face the challenge of adulthood. This includes going into a dark place and Confronting an unknown Which is Usually ones own fears and ego. From there They are reborn to become a fully functional person in society.
Oh, did I forget to tell you That this is a fun read.