The theme of the short story is the way people make too much of themselves and their own importance.
In this story, a pompous and sheltered man, Theodoric, takes himself far too seriously. Riding in a train compartment he shares only with a sleeping woman he doesn't know, he becomes aware that a mouse has gotten into his clothing. He finds this quite annoying but is mortified at the idea of taking off his clothes to shake out the mouse and having the woman wake up to find him undressed. He does finally hang up his railway rug between himself and the sleeping woman, blushing to the "hue of a beetroot" as he does so. It falls down, waking her when he is undressed, so that he quickly pulls the rug over his body. She stares at him, and he has, finally, in deep embarrassment, to rush "frantically into his dishevelled garments." After all his agony and worry, he finds out in the last sentence of the story that the woman is blind.
The humor in the story arises from Theodoric putting himself through agonies for no good reason. The message is that we torture ourselves by being too focused on ourselves and what other people might think of us. Theodoric is as much the mouse in the story as the real mouse, too timid and caught up in his own self-centered sense of propriety to simply explain to the woman what happened. If he had, he would have found out she was blind and saved himself anguish. The story points to the importance of getting outside of being fixated on ourselves so that we can communicate in an authentic way with other people.
Theodoric has a "a choking, hammering sensation in his throat and heart" over an incident of no importance, while the woman has a real problem:
"Would you be so kind," she asked, "as to get me a porter to put me into a cab? It's a shame to trouble you when you're feeling unwell, but being blind makes one so helpless at a railway station."
The story is pointing out and making fun of the fact that we can be so obsessed with our own small problems that we miss helping people with genuine problems.