Thou shalt not might' reach the head but it takes 'Once upon a time' to reach the heart. Also: We need stories so much that we're even willing to rea… - Philip Pullman

She turned away. Behind them lay pain and death and fear; ahead of them lay doubt, and danger, and fathomless mysteries. But they weren’t alone.

So Lyra and her dæmon turned away from the world they were born in, and looked toward the sun, and walked into the sky.

When you look at organised religion of whatever sort — whether it's Christianity in all its variants, or whether it's Islam or some forms of extreme Hinduism — wherever you see organised religion and priesthoods and power, you see cruelty and tyranny and repression. It's almost a universal law.

If a coin comes down heads, that means that the possibility of its coming down tails has collapsed. Until that moment the two possibilities were equal.
But on another world, it does come down tails. And when that happens, the two worlds split apart.