Philip Roth's novel Nemesis touches on many different important themes, including religion, love, guilt, duty, and disability. The two key principles to choosing an essay topic are (1) making the topic narrow enough so that you can examine it in depth and (2) choosing something that genuinely interests you, because you will be less likely to do good work if you aren't interested in the topic.
There are several religious aspects of the novel you could discuss. One possibility would be the relationships between the Italian (Roman Catholic) and Jewish characters. How are these relationships informed by wider world events? The novel was set in the 1940s during World War II when Italy, after all, was allied to Germany, and the Germany Nazis and Italian fascists were sending Jews to concentration camps to be exterminated. How is that echoed in the novel?
Another possible approach would be a study of the disease polio and how it affected the characters in the story. In a sense, polio functions within the story almost as a character, terrifying and unpredictable. Before the Salk vaccine, people lived in terror of this disease. How does not only polio but the fear of polio affect the characters of the story?