Some writers find that they don't know their themes until they've finished the first draft (I am one). They then rewrite with an eye toward balancing on that tightrope: not too contrived, not too rambling; does what I'm saying about the world below me actually add up to anything? Other writers pay attention to these things as they write the first draft. Either way, an awareness of the macro and micro levels of theme can provide one more tool for thinking about what you should write, and how.