My thesis would be that this is a story about human empathy versus human indifference. Hemingway comes down on the side of human empathy. The world may be a meaningless place that crushes people, but for that reason, small acts of kindness and decency are all the more important.

The plot of this story is very simple: two waiters are discussing an elderly male patron. They would like to close up the cafe for the night, but the man seems unwilling to leave. One waiter is callous and indifferent. When the other waiter defends letting the older man linger, the first waiter says the old man can go to the bar down the street if he doesn't want to go home. The other waiter notes that you have to stand at the bar, and it is not a pleasant place for an old man.

I would use as my thesis something like: "As the title of the story indicates, it is important not to underestimate the little things in life: thoughtfulness and empathy are especially meaningful in a cold world."

If this thesis—and you would want to finesse it—works for you as expressing an important theme of the story, you would want to then find quotes and evidence from the story to support it.

There are any number of given interpretations of any work of literature, and it is important not to think that there is but one "answer" or one way of approaching a text. However, having added this caveat, one of the central meanings that we can see in this excellent short story relates to the oft-repeated word of "nothing" or "nada" in Spanish. Hemmingway presents the world as ultimately meaningless, without value or worth, and this is shown through the repetition of this word. Note, for example, the opening conversation between the two waiters:

"Last week he tried to commit suicide," one waiter said.
"Why?"
"He was in despair."
"What about?"
"Nothing."

"Nothing" is shown to be the cause of the man wanting to end his life. And nothing, or "nada," is used to replace the nouns of the Lord's Prayer, creating a litany of nothingness, showing how this existential nihilism consumes the character of the waiter as well. As the story develops, and we learn more about the "well lighted" cafe, we see that the cafe is a refuge for men who have nothing to live for. The environment of the cafe helps them to forget, albeit briefly, the emptiness of their own lives and the way that "nothing" characterises their existence. The central message of the story is therefore about the emptiness in our own lives and the intense sense of meaningless that can dominate us.