Much of the film is told in flashback with Stephanie telling about the events from when she initially was impregnated, through the time when she was found bleeding on a ski slope. While the narrative is about one woman trying to establish the truth about the other, the film is also about the truth and lies told to ourselves and others. Stephanie's pregnancy is counter pointed with Tilda's current pregnant state, and the fact of a previous stillbirth. More than most films, Stephanie Daley chronicles the emotional upheaval experienced by one woman, considered to be high risk because of her age. Lydie's situation makes one question her particular objectivity towards Stephanie, the tension between one woman who might not be able to give birth even though she wants to against the young woman who seems to have chosen not to have a baby.

Gender difference in viewing the world is also presented in a scene at Stephanie's high school. Another female student questions one of the plot points of Hawthorne's The Scarlet Letter. A young male teacher intimidates the young woman to tears with his assertion that Reverend Dimmesdale's dilemma, his relationship with God is the most important part of Hawthorne's story. While not wearing a large red letter, Stephanie finds herself becoming something of an outcast in her small town.

Stephanie Daley is in part about the treacherous lives of teenagers, in particular, teenage girls. Without being judgmental about any of the characters, the film also takes a queue from Hawthorne in being about faith, and how that translates into the relationships people have with each other. In turn, the two women learn how to suspend judgment on each other, allowing for a deeper connection to bond them.