One area that might be particularly ripe for analysis would be the play's major conflict. There are four types of conflict: character vs. self, character vs. character, character vs. society, and character vs. nature. Nora does not seem to really oppose or antagonize herself in this play; once she makes up her mind to do something, she pretty much does it. She also does not seem to oppose nature (though a character like Dr. Rank who suffers from some chronic illness might). We might think that Nora's conflict is either one with another character or one with society in general. Therefore, the major conflict may be that which exists between Nora and her husband, Torvald. She disobeys him and breaks the law in one fell swoop; when he learns of her "deception" (which was done for his health), he belittles and insults her.
However, we might read the major conflict as one that exists between Nora and her society. Torvald could just be a representative of that society. It is a society that infantilizes women, prevents them from acting independently, and turns them into virtual "dolls" for their fathers and husbands to manipulate. Torvald isn't really acting in a socially unacceptable way. He is well within his rights to boss Nora around and punish her for disobedience. You could analyze the play using specific lines and passages in order to determine what the major conflict is and then write about the conflict's relationship to a theme. A major theme of this work is the idea that patriarchal societies deny women the opportunity to learn who they truly are as people, and this is damaging to everyone in society.