Metaphors (one thing that stands for something else) and symbolism (a repeated motif meant to reiterate an idea) are literary devices often used to help set forth a story's theme. These devices are used frequently throughout literature. Herman Melville's "Moby Dick" is noted for using many of these devices to express the story's multiple themes, which include revenge and man against nature.
Look for actions or dialogue within a story that are repeated. Often, this reiteration is meant to impress an idea on the reader. The purpose of the repeated elements may be to increase awareness of the point a story is trying to express or the vantage point an author wants the reader to employ. Spotting recurring events within a story can offer clues to the story's theme or purpose.
Ask yourself questions when you read a story. Important questions include, "What does the main character want?" and "Why does the main character want this?" Knowing the wants and needs of the characters can help you search for the answers that may help you see a story's theme.
The story outcome can tell you a lot about the theme of a story. If the bad guy in a story (the antagonist) doesn't lose, for example, one of the themes may be that good doesn't always triumph. There is usually more to a theme than what the ending dictates, but the conclusion makes a good starting point for investigating the elements of the story's theme.