What is the theme of Lessing's short story "Through The Tunnel?"

There is more than one!

This is a "mini" 'coming of age' story where a young eleven-year-old puts his life at risk to prove to himself that he can "win." The challenge he sets up for himself and confronts is to swim the length of an underwater tunnel and make it to the other end. This is not just a survival test but a kind of self-made initiation rite into manhood.

The need to "prove" oneself is a necessary part of growing up, for acceptance into a group, perhaps, but especially for oneself. Self-estime is largely based  on self-confidence, and self-confidence needs reference points of challenges and accomplishments. In this story the boy never tells what he has done, but there is no need to do so. He has tested his own limits, even depassed them, and for him knowing that is enough.

Check out the references below for more themes found in this short story. An' interesting read' concerning the necessity for adolescents to confront danger is a book entitled Magical Child by Joseph Chilton Pearce - if you've got the interest and the time.