The most important thing to do is to read the book; it is available on eNotes to read for free and is linked below. Heart of Darkness is fairly short and so can be read in an afternoon. After reading it, return to the study guide and pay particular attention to the page "Historical Context," as that will give you a lot of ideas on how real-life Imperialism informed Conrad in writing the book. Finally, make sure to read up on essay format and citations; the OWL at Purdue University has everything you need for a properly formatted essay.
One good theme would be to contrast Marlow and Kurtz in their motivations and actions; Marlow can be said to represent the idealism of Imperialism, while Kurtz represents the realism. Marlow tries to make the best of his situation and improve conditions for everyone; Kurtz seeks only to grow his own power and wealth, with no concern for those around him.
Another good theme would be the ivory trade; for a long time, ivory was an expensive and highly-sought item, despite the brutality of its harvesting. Today, the illegal ivory trade has resurfaced, making it a very topical theme. In the book, ivory represents the reason for expansion into Africa, although it plays almost no role in the actual plot. Instead, Kurtz's output of ivory gives the Company a reason to keep him on their payroll and to ignore his atrocities, because they are making so much money off of his work. In this manner, the effects of Imperialism can be seen as negative, since the "bottom line" of the Company overshadowed the real consequences of their policies.