There are a number of themes explored in Death of a Salesman.
The theme of honesty and delusion is thoroughly explored and is central to the play. Willie feels that he needs to be more successful than he has been. He is unwilling to face the truth of his position, of his relationship to Biff, and to accept his declining abilities. Willie's denial is one example of the cross-section of delusion and dishonesty presented in the play.
Resilience and compassion are also themes. Linda and Biff are the characters who most clearly demonstrate ideas of caring and of the difficulty in caring for family in times of strife and psychological difficulty. Both Biff and Linda put themselves aside at times to help Willie and to try to fix things.
You can find more on themes in Death of a Salesman at this eNotes page: http://www.enotes.com/death-of-a-salesman/themes.