A good guide to what themes are ?

The only real way for sure is to choose and create a pretender and look through the nation/themes at this point. A theme can dramatically change the generic play style of a nation because most have a required scale setting that must be compensated for. Also themes remove some units (depending on the theme) and add others. Jotunheim (Nieflheim) theme is a great example of this; as it removes the cheap goblins of the Iron Woods theme but adds the older, colder giants of Nieflheim making you change how you play and cope with your nation. (I.E. The inherent weakness of the giants in being swarmed by smaller units is more prominant with Nieflheim because your nation has no little guys to surround them and keep them from overwhelming the giants. That and the fact you have no cheap mages; and thus have to sacrifice more gold in order to research. Sometimes choosing between research and fielding a more powerful army.)