The major theme to this story, in my opinion, is the idea that everything that happens on Earth has an effect on our history. You might have heard this referred to as the "butterfly effect" -- the idea that a small change can lead to a large impact.
In this story, Eckels goes back millions of years in time. While there, he kills one measly little butterfly. Because of this action on his part, the history of the United States is changed in the present day.
This shows us the theme -- small changes can have huge impacts and nothing that happens (no matter how small it seems) is truly unimportant.