There is no definitive answer for the theme of any short story, including "The Lottery." Some short stories have several themes. In the case of this piece of literature, one of the common interpretations of theme is "Don't be afraid to question tradition." Other suggestion I have encountered when teaching this particular work are "Don't be afraid of change" and "Think for yourself." Ask yourself what the author is trying to tell you in this story; your answer will probably be your idea of the theme.
There are three main categories of purpose when it comes to literature: inform, entertain, and persuade. In "The Lottery," Jackson is not attempting to inform the reader; this is a work of fiction, not fact. This is also not a persuasive piece, although authors of fiction do often attempt to reveal to the reader some deep thought (that's where theme comes in!). Ruling out two of the categories of purpose leaves us with "entertain," which is what this story is primarily intended to do.
An author's purpose in writing a story is generally expressed in the theme. In this case, Shirley Jackson wrote "The Lottery" in order to express the theme of mindless adherence to tradition. Let's face it. The only reason this town continues to conduct a lottery is because they've always done it. Other towns have done away with the practice--much to the dismay of the old-timers in town such as Old Man Warner--so we know it can be done. At one time, perhaps, the lottery was somehow connected to a fertility ritual, sacrificing to the gods in hopes of finding favor for the crops or the town or whatever. Now, though, the practice is senseless and even barbaric. Why do they continue to do it, then? Because they always have. Oh, it's changed some over the years--they use paper instead of wood chips, and many of the rituals connected to the event have been lost; at its core, though, though, this is the mindless, unthinking, unquestioning repetition of what has always been done. The question Jackson clearly asks is whether we have any mindless traditions which we adhere to without rhyme or reason, and is that a good thing.
When I teach "The Lottery," I'm always reminded of the story about a mom who was preparing a roast for dinner. She would always cut the ends off the roast, and today her daughter asked her why she did that. The mother said she did it because that's the way her grandmother always prepared her roasts. Later, the young girl asked the grandmother why she cut the ends off the roast before putting it in the oven, and her answer was simple: "Because it wouldn't fit in the pan." All these years of cutting the ends off the roasts for no good reason. What a waste. And that's the point.
There's more, as this is a complex story, but this is the primary theme the way I see it. I've also attached an excellent e-notes summary of themes site below for some further insights on this story.