The theme of a movie is the central idea that ties everything together.
Russian filmmaker V.I. Pudovkin calls it a "supra-artistic concept."
Shakespeare is able to balance multiple themes in his plays (probably due to the duration of his narratives), but there's usually a central one regardless - Hamlet, in essence, is about the uncertainty of death; King Lear is about natural chaos; Romeo and Juliet is about love; Coriolanus is about popular rule versus fascism; Timon of Athens is about the effects of wealth on happiness; Twelfth Night is about excessive behaviour; Much Ado About Nothing is about deception; and so on and so forth.
A theme can be a word.
A theme can be a binary relationship (this vs. that). It can be a phrase.
This isn't about quizzing you to see how smart you are.
It's about giving you a powerful storytelling tool, which the classical masters have been using since the days of Aristotle.
It's to catapult your work into the sphere of the artistic giants.
If it's good enough for Shakespeare, Kubrick, or Lennon, it's good enough for you.
In the documentary world, the same thing applies.
If anything, there's more of a demand for a strong theme in documentary filmmaking.
So, for example, Nick Broomfield's "Tales of the Grim Sleeper" (2014) is based around a theme of justice, and how far it extends.
Errol Morris's "Tabloid" (2010) is centered on the theme of sensationalism - specifically, the truth that lies within sensationalism.
It's interesting how two films could have the same theme, yet be so manifestly different.
Take, for example, Chris Marker's "Sans Soleil" (1983) and Ken Burns's "Baseball" (1994).
Both are centered around (amongst other ideas) the theme of memory - specifically, how we reconstruct memory.
Yet the subjects, and the execution, are radically different.
And you should note that theme doesn't mean gravity.
Themes are the fundamental and often universal ideas explored in a movie.
Nowhere in that definition is gravity implied.
So a movie could be themed around the fluffiest and lightest of affairs - and often enough, when executed with skill, these themes have just as much punch as the obviously deep.
So a movie like "Mondo Cane" (1962) which is themed around the arbitrariness of culture - or something like "The Man with the Movie Camera" (1929) which is themed around filmmaking & daily life in Russia - or something like "The King of Kong" (2007) which is themed around competition... these films all have a dramatic impact as strong as any film dealing with matters of life & death, because the respective artists have transcended these ideas into fundamental / universal archetypes.
When you have a strong theme, the movie becomes valuable to the spectator.
The value comes from translating all of the "random" footage & ideas & sounds & scenes into one core universal concept that anybody, anywhere, could identify with.
When dealing with a theme, consider its permutations.
So let's say you decide to make a movie about love.
You shouldn't only depict grand sweeping love from moment-to-moment, because the novelty wears off and there's no real value that accrues from saying the same thing over-and-over again.
Instead, consider what all the variations of love are: there's hate, liking, indifference, platonic love, familial love, etc.
You don't have to hit on every single one with 100% force.
But varying the point of view of the theme will greatly enhance the effect of the theme in general.
So if you want to show how, in the end, love conquers all - then it's important to show someone stewing in their hatred, and the consequences of such beliefs.
And other variations.
This is an elegant way to color a theme.
For your documentary, choose one theme.
Consider the variations and permutations of that theme.
And stick to it.
To close this subject, I'd like to quote from Pudovkin: