The main strategy for writing a thematic analysis is to have an argument with multiple modes of support. For example, if you choose the importance and failure of dreams, you might begin with a set of essential passages, such as:
HAPPY: All right, boy. I’m gonna show you and everybody else that Willy Loman did not die in vain. He had a good dream. It’s the only dream you can have—to come out number-one man.
Once you have chosen your theme, you should support it using analysis of the main plot structure, specific quotations about the theme, and close analysis of language to show how theme words are repeated.
Your conclusion should show how the different types of evidence in the main body of your essay support your initial thesis. Rather than repeating evidence or thesis, it should illuminate connections between the two.