You definitely get a better grasp of themes as you progress. I started making crosswords less than a year ago, and I am still figuring some of this stuff out. What I did (and not entirely recommended) was to dive right into making a crossword to see if I could do it. Unfortunately, I made some reasonably bad themes and had to wait months to receive a rejection. I think the best themes are ones that you would enjoy as a solver, so if you have been a solver for a while, look over some of the puzzles on this site or xwordinfo.com to see what theme ideas you like.
Something I have been trying to do to increase my knowledge of themes is to see what the theme is in that days NYT, and see if I can come up with a similar one. For example, the other day I saw a puzzle where every theme answer started with a synonym of common (usual, standard, etc.), so I tried to emulate that, but with a different word to base the synonyms off of.
Read up on themes where you can, and if you are not already a member of the cruciverb mailing list, I recommend you join that too, since you can get a lot more feedback quickly than through this forum.
Hope I was helpful and not just rambling on. Good luck in your efforts!
-Jeff
