The major themes of the poem "On Another's Sorrow", from the poetical works of “Songs of Innocence” by William Blake are:
William Blake addresses the issue of God in this nine stanza poem. Beginning in stanza four, Blake concerns himself with God’s concern for humankind and the rest of His creation. Blake is bold in his proclamations here. In essence, Blake is asking if God, “who smiles on all,” hearing birds in trouble and the woes of infants, can not be close by and be empathetic to small birds (and also all his creatures) and infants. Blake is saying that God is a benevolent being who does care.
It doesn’t mean, in the case of human beings, that God doesn’t allow us to make mistakes based on our free will choices. We have free moral agency and some of our trials and tribulations are of our own doing, because of wrong choices. In fact, our wrong choices can affect others as well. Blake is saying that despite our imperfections and human frailty, God is watching and does empathize with living beings.
In this poem, Blake alludes to human beings needing to have faith in God. He is saying, subtly, that one must have faith in God because God sees and understands the hardships people endure and that he desires to give us his joy so that "…our grief He may destroy”.
Blake is saying that human beings should not think that God doesn’t hear our sighs or see our tears. God does lament for our burdens and pains and “He doth feel the sorrow too”.
A third theme of this poem is compassion – our concern and care for others as they deal with life’s trials. William Blake emphasizes how we feel sorrow when we witness someone else’s affliction and grief. Blake writes in the first two lines of stanza number two:
“Can I see a falling tear,
And not feel my sorrow's share?”
He is saying that decent, thoughtful, and honorable human beings will have compassion for others as they see them suffering and will desire to ease their burdens. Kindheartedness is the foundation of compassion – a heart that feels for others’ plights. This should lead to constructive action to help others, beyond just mouthing words of support. It involves actually doing what needs to be done, even in a small way if that is all one can do, to help others survive and hopefully eventually prosper again in terms of health, as well as in other areas of their lives.
A major theme in the poem is empathy. The speaker talks about experiencing the sorrows and pains of other people and then feeling their pain himself.
Another theme is the idea that the maker (God) can take away sorrow and pain and redeem one who has suffered for his/her pains. The speaker expresses his belief that God is with people who are suffering.
The themes are similar to the Bible's beattitudes, especially the ones stating that those who are meek, lonely, and sorrowful will recieve compensation later in life.
I've linked to an analysis of the entire poem collection, a question on enotes that is somewhat similar to yours, and also the full text of the poem.