This is one of my favorite stories to teach and to write about. There are many themes in the story. One that comes to mind is the title itself, which is a kind of play on words. There are "blues" that are Sonny's problems and the "blues" that Sonny plays. You could write a literary analysis of how the author uses both kinds of blues in his story. Another theme in the story is that of darkness. You will notice that the author uses words to show darkness quite often in the story, giving the reader the understanding that the people in the story are dark because they are African-American, but also that their lives are quite dark for many reasons. Still another theme I see in the story is the difficulty in loving one's brother. The narrator is so conflicted, loving his brother, but disapproving of him so much. That is an interesting theme that I do not see explored very often. You might also compare and contrast the lives of the brothers. What is there in the text to show how they are similar and how they are different? Why did two brothers from the same family turn out so differently? This is a story that is rich in many themes, and perhaps you can think of even more.