What is the moral of "The Golden Compass" by Philip Pullman?

I've just finished reading the first book of "His Dark Materials" trilogy by Philip Pullman and I've been thinking as hard as my mind will let me, what is the freaking moral or underlying message, or meaning?

I'm not looking for the exact answer, if there is one, but how do you think the story should be interpreted, what did you think the moral was, what was the underlying message to you?

My only idea of the meaning is to not necessarily follow common belief, and stand up for what you do believe in, but that might be a long shot.

-Thanks ahead of time.
 
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