Although the Book of Esther is part of the Bible, it never mentions the name of God, though there are veiled allusions. This surprising omission actually reflects a central theme of this holiday.
On Purim we celebrate the fact that the hand of God guides us, even at times when we do not see open miracles or obvious Divine intervention. When we read the Megillah, we are not awestruck by dramatic changes in the laws of nature, but by a series of seemingly disconnected events that ultimately resulted in the salvation of the Jewish people.
Achashverosh executed his first wife and chose the beautiful Esther as his new queen. These are not miracles, but behavior to be expected from a despotic king. Nor was it a miracle that Mordechai once saved the king from an assassination plot, thereby earning his gratitude. Each event, in and of itself, was not miraculous or even exceptional. When seen in retrospect however, the series of events is seen as engineered from Above for the purpose of evoking repentance from the Jewish people and then saving them from danger.
This theme of allusion may also be the reason behind the custom of wearing costumes on Purim. The masks and costumes show that truth always lies beneath the surface, that the physical world conceals the true spiritual reality.