Well, let's first look at the context. When was this book written? It seems pretty clear that the book was written around the time of the deportation into Babylon. The first chapter covers indeed the historical background of that very time, as "Daniel and his fellows" are taken into the king's court.
Dr. Miller in my OT class last year explained this context decently well. In Old Testament times, it was commonly accepted that there was a supernatural force in the world. Indeed there are many gods in the world. And these gods are incredibly nationalist and tied to military strength.
The gods are further most powerful closest to their own temple, according to the theology of the day. So the Babylonian god is going to have its weakest sphere of influence near Jerusalem, while the actual God would have been thought to be at His strongest when the Babylonians took the Temple.
This means that public perception in Babylon is that their gods at their weakest are stronger than the God of Israel at His strongest.
We of course know this not to be true, and that God let the Babylonians take the Israelites into his hand because the Israelites needed to be punished. But that sentiment is not exactly easy to get across to the Israelites or the Babylonian people. And that is where the book of Daniel comes in.
This is not just a reading based on history either. It is pretty clear from the text of Daniel that the theme of the book is simply the sovereignty of God. And that is obvious from the very first few verses, which read simply,
"In the third year of the reign of Jehoiakim king of Judah came Nebuchadnezzar king of Babylon unto Jerusalem, and besieged it. And the Lord gave Jehoiakim king of Judah into his hand, with part of the vessels of the house of God: which he carried into the land of Shinar to the house of his god; and he brought the vessels into the treasure house of his god."
Before we even begin to get into the narrative text, the book of Daniel confirms that the Lord "gave" Jehoiakim into the hand of Nebuchadnezzar. It was not that he was outgunned by a stronger force. The rest of the book, with the visions, the miraculous deliveries, and the miraculous desire of teenagers to eat vegetables, all point to that same theme.
And as I decide to embark on an exposition journey with you - a pseudo-series on the book of Daniel, we will see how all of these accounts point to the fact that God alone is sovereign over world affairs.