Your question implies that a literary work can have more than one theme, and that is correct. Any theme that is consistent with the true meaning of the text, that is, can be supported by evidence from the text without any contradiction from the text, is a good theme. The best theme is the one that resonates most with you--with the experiences, worldview, and emotions you bring with you to the piece.
Emily Dickinson's poem "I felt a Funeral, in my Brain" can be read in several different ways. One way is to read it as the feeling of going insane, or losing one's mind to mental illness. Another is to read it as falling into depression. One could also take the poem to be reflecting on plunging into grief. I think your favorite is likely to be whichever of these experiences comes closest to something you have been through yourself or witnessed in someone else.
I will speak to the issue of grief, since I have lost someone very dear to me. The thoughts of grief do seem like mourners, trudging in slow motion around inside one's brain. Even when the thoughts settle down and aren't so active--when they are all seated, there is still an underlying drumbeat of sorrow that keeps pulsing through, and it can feel like your mind has gone numb. You aren't necessarily crying a lot anymore, but there is a frozen, leaden feeling inside your head.
The stanza that speaks of hearing "them lift a Box / And creak across my Soul" could be actual memories of the funeral and casket. If there is any guilt or regret associated with the person's death, it can seem like those thoughts will consume you: "As all the Heavens were a Bell, / And Being, but an Ear." If a person allows that guilt and regret to take over, I can imagine the last stanza would happen--one might feel "a Plank in Reason broke" and one might "finish knowing" by actually falling into a deep depression. Thankfully, I was able to find healing from my grief, but I can see how this poem could describe some who literally have never been able to lead normal lives again after suffering a heartbreaking loss.