It's a terrible movie. People blindly assume it's profound, and it's not. It's about breaking out of monotony just to realize that monotony is better than chaos. The climax consists of him shooting himself, and his multiple personality disorder magically going away. It's idiotic. A generous interpretation of its theme would be that you have to let loose every once in a while. That, however, is only weakly supported by the film's plot. More realistically it's an assertion than we can only be true individuals by inflicting pain upon ourselves, which is ridiculous.
A better movie that addresses a similar topic is Stranger Than Fiction. Watch that instead; don't waste your time with Fight Club.