To approach this essay prompt, you might pick a work of literature and either think first about the themes of the work or think about the major characters in that work.
If you start with the themes you will then pose the question, "How do the major characters express or relate to this theme?" If you start with the characters, you will ask, "What is the meaning behind this character's story and decisions?"
The goal here is to see how a character's decisions (and so that characters (1) conflicts and (2) actions) relate to a literary work's meaning, commentary, or artistic statement.
Let's take Shakespeare's Romeo and Juliet as an example. One of the play's major themes is impersonal social conflict - or, more specifically, how entrenched impersonal social conflict has very personal repercussions yet individuals are largely powerless to overthrow the existing social order.
After identifying this theme, we can examine the text for material that expresses this idea or that articulates the idea via dialogue or action. Looking for evidence of this theme in the text, one quickly sees that the characters of Romeo and Juliet repeatedly give voice to the idea of intractable social conflict.
Juliet says, "My only love sprung from my only hate!"
And from the play's opening lines, these characters are set up as examples of how a long-standing familial conflict will not be lightly or easily overcome.
Two households, both alike in dignity,
In fair Verona, where we lay our scene,
From ancient grudge break to new mutiny,
Where civil blood makes civil hands unclean.
Thus Romeo and Juliet are characters that function in the text as an expression of the play's central theme of impersonal social conflict. Other characters also serve to forward this theme in the text, but no one more fully than the two protagonists.
Writing an essay on this subject, your thesis will state that the characters of Romeo and Juliet are used in the text as expressions of Shakespeare's theme in the text relating to the entrenched nature of social conflict.