From D&D Wiki
Themes are used in 4e D&D to further customize a starting character beyond race and class.
A character can only have one theme, which you choose when you create your character. You don't have to select a character theme if you don't want to. When you select a theme, it grants you benefits including a background, starting features, additional features and optional powers.
Just like classes and races, themes can be prerequisites for feats, paragon paths, and other features.