Look out for any mention of hair or beards. As weird as that sounds, this is symbolic for isolation/insulation from the world outside. Also, pay attention to the riding crop that Catherine carries and the stars on the military officers' uniforms. In any work of literature, weather is important, so watch out for rain. As far as themes, obviously war and patriotism and the effect of both on individuals will recur throughout the novel, as will a search for identity. Watch for the ways the characters respond to their environment, such as seeking love in the face of so much adversity. Examine, too, the ways in which Hemingway is defining heroism in the novel. What characteristics does the hero exhibit that set him/her apart from the rest of the characters? Keep these things in mind as you read and you will have a much deeper understanding of the novel overall.
Hope this helps!