The main theme of The Zoo Story is isolation. It comes in many forms: It comes as division of class and status, it also comes as loneliness on the part of Jerry and his inability to communicate, or to act acceptably in society.
Another resonant theme in the story is fantasy vs reality. Jerry's isolation and separation from normal life is such that his stories are absurd, and his behavior might be confused as that of a psychopath rather than that of an eccentric man.
Therefore, the themes of isolation and the division and loneliness that comes with it are the basic components of the theme of the story.