how could loss of innocence be the theme of great expectations?

Sure, the first casualty of Pip's was his loss of innocence. As soon as he climbs in the carriage and leaves home, things are never the same. Pip sees the best and mostly worst of human nature. Pip himself says and does things which he will regret. For much of the novel Pip wonders where that carefree innocent feeling he used to have has gone.