The madness and cruelty of a dream; the artistic dream, the creative dream, the "civilising" dream, the theotic dream - in the end any dream. The other side of the coin is of course the debased absurdity of no dream at all. For a complete experience, to always be accompanied by the alternate ("real") universe version: Burden of Dreams.
Fitzcarraldo's ambitions, at the very least, don't EXACTLY include exploiting the natives for financial gain. There's a poignant scene of him questioning why they're even helping and he really mourns the death of two of them. It ends up being about a man who loves something so much he'd pull boats over mountains to be able to share it with people. That's pretty feel good, for Herzog.