A. L. Kennedy's short story "Christine" has several major themes that one needs to discuss when doing critical analysis, including Scottish nationalism and two common literary tropes, the "magic pixie dream girl" (see the third reference below), and the flawed-child-with special-talents trope of children's literature.
The narrator of the story is a Scot, who becomes increasingly aware of his Scottish identity when he moves to England. He is portrayed as somewhat brooding and melancholic, uncertain of his identity (as reflected in the fluidity with which he changes accents), and lacking any strong direction, trapped in a life he does not find fulfilling (apparently he has a boring job, but Kennedy does not specify details of it in the story).
The eponymous heroine, Christine, is an awkward young child the narrator knew in school, mysterious, friendless, and reminding the narrator of Catholic saints and martyrs. In a trope typical of much popular fantasy literature (e.g. the Harry Potter novels), it turns out that the awkward girl has a secret special power -- telepathy. When she encounters the narrator again in a southern city where he is living alone, a brooding sensitive twenty-something in an uninspiring job, he becomes entranced by her, and she proves her telepathic powers by giving him wise advice in three separate encounters, one at a party, one in a phone call, and one on the street after she has joined a nunnery.
The first theme or concept one should address in this poem is Scottish identity, and how the story reflects the ambivalence of this identity, especially as reflected in the narrator's discussion of how he changes accents and the deliberate choices he makes about exposing or hiding his Scottish identity while in England.
The next trope worth discussing is Christine's function as a "manic pixie dream girl," who seems to almost lack a story of her own, but only exist as the wise, eccentric female who rescues the melancholic hero by means of strikingly unconventional behavior including reading his mind and saying aloud his innermost (sexual) thoughts.
It is also worth discussing the religious imagery of Christine as a Virgin Mary or martyr figure (presaging her eventual vocation as a nun), seen from the point of view of a narrator whose ironic voice both is touched by and rejects religion, as in the passage:
She had an air of gory intimacy that I've only ever met again in some religious paintings - those chummy anatomical snapshots certain artists are moved to conjure up from martyrdoms.