Custom module's output is not wrapped in the site theme
What would help is the code for the mymodule_display() function. However, it sounds like you are printing the output in the function instead of returning it.

Blank page:

/**
 * Creates a blank page with only the module output.
 */
function mymodule_display() {
  print 'Module content';
}


Themed page:

/**
 * Output the content in the main content area of active theme.
 */
function mymodule_display() {
  return 'Module content';
}