William Shakespeare's Macbeth is full of potential themes, so the key is to pick the one with which you are most comfortable and familiar and start with that. I've attached an excellent eNotes site which discusses the major themes in the play, but a quick review would have to include the consequences of too much ambition (which results in not only Duncan's death but in many others, including the Macbeths) the effects of guilt (which is different in each of the Macbeths), and the role of fate (as in the witches' predictions).
One topic which interests me is the constant theme of reality vs. unreality. Shakespeare consistently presents us with many examples of this, even in the beginning of the play when the witches say,
“Fair is foul, and foul is fair."
Words like these are spoken throughout the work. This is a pervasive theme in throughout the play, and at the center of it is the role of the witches. Are they really invested with the power to predict the future or do they just seem to be? (There is another possible them: the role of the witches in this story.)
The Macbeths seem to be gracious hosts for King Duncan, but they are actually his murderers. Lady Macbeth even gives this advice to her husband:
“Look like the innocent flower,
But be the serpent under it.”
Another interesting idea is a compare/contrast essay between the two Macbeths, or perhaps you could answer my favorite Macbeth question: whose sins were worse, Lady Macbeth's which were covert, or Macbeth's which were overt? Really, the play is replete with potential ideas. Consider anything you found intriguing or instructive and you will be able to write from a point of interest.
Whatever theme you connect with should be clear in your own mind and supportable by evidence from the text. I have also included a helpful site for writing this type of essay.