To thematically analyse the poem "To Marguerite" by Matthew Arnold, you need to identify the major themes and then write an essay which is organized thematically, addressing each theme, rather than organized as a summary of the poem starting at the beginning and continuing to the end.
The first theme you should cover is the individual situation of the narrator separated from his beloved by the English Channel. Perhaps the next theme to consider is human isolation in general, especially in what sense we can be isolated while still surrounded by people. The next theme would be the geographical metaphor of islands separated by oceans as analogous to human isolation. Then you would need to look at the religious themes, with the notion of a sea of faith as surrounding and connecting humans the way the ocean connects islands. Finally, conclude with the poets' despair when he sees God as not connecting but separating people and islands:
A God, a God their severance ruled;
And bade betwixt their shores to be
The unplumb'd, salt, estranging sea.