Keep track of the many misunderstandings that take place among the characters. The plot of "Pride and Prejudice" is complex, and this complexity increases as each character seems to have his or her own idea of what is "really" going on. Take notes not just about the major turns of fate that the characters face, but also when a character begins to believe something that you (as the reader) know to be false. For example, Elizabeth and Jane believe Miss Bingley to be the reason for her brother's departure from their village, but the reader knows that Mr. Darcy is the real culprit.
Maintain a running list of characters as each one is introduced in the book. Also note the opinions and relationships of each character to the others, drawing lines to show connections. Austen bases a lot of character development upon these interactions. For instance, the reader learns more about Charlotte Lucas based on Elizabeth's lectures to her and Mrs. Bennet's condemnations of her than by any author narration. By the end of the book, you'll likely have a slew of notes with lines drawn to connect many of the characters and several lines that you have crossed out.
Keep an eye out for the major themes of "Pride and Prejudice." As you read, make note of any references specifically dealing with the class system, romance (and the expectations thereof), parted couples, courtship and, of course, anything that may be construed as either "proud" or "prejudiced." Specific instances of a theme are all you need to write a gripping essay. For example, you could expound upon the theme of the class system with instances of the Bingleys' superiority to the Bennets, the Darcys' superiority to the Bingleys' and the De Bourghs' superiority to all of them. You also could discuss why or why not these class judgments are justified.
Make note of any instance of a letter in the book. The correspondences in the story not only serve to further the plot, but often to correct some of the aforementioned misunderstandings. The most obvious example would be Mr. Darcy's letter to Elizabeth in which he lays out the actual state of many misunderstood situations. Investigate how the letters clear up discrepancies and unite the characters in a way they seem incapable of doing themselves in person.