One fruitful avenue of exploration is the idea that Willy Loman was a tragic hero. This might not be very insightful today, but when Miller wrote the play, it was ground breaking.
From a traditional point of view, tragic heroes, could not be common people. As early a Aristotle, the tragic hero was considered someone nobly born, who had a tragic fall that led to his or her downfall. The prime example is, of course, Oedipus, who was the son of a king and who had considerable talent.
When we come to Willy Loman, he was none of these things. He was a travelling salesman. Moreover, he accomplished little in life. And when he died, his life mounted to nothing. How tragic! The fact that Willy Loman could be tragic was a shot to the American psyche. If Willy could be a tragic hero, then the common American could be tragic as well. From this perspective, Miller is making a commentary on American culture.