In Alice in Wonderland, Lewis Carroll explores the theme of self-identity through the character's curious questions about who she is. The phrase "Who in the world am I? Ah, that's the great puzzle" reflects Alice's confusion and quest for understanding herself amidst the strange and whimsical world she encounters. This quote highlights the universal human experience of self-discovery and the ambiguity of personal identity.

The story uses fantastical elements and humorous situations to delve into deeper questions about existence and individual perception. Alice's journey symbolizes the ongoing process of exploring and defining oneself, emphasizing that identity can sometimes feel elusive, and understanding who we are is a complex, ongoing puzzle that everyone faces at some point.