Oh, really? I'll bet that even if you don't recognize it, your work has a theme. Any work that is really without a discernible theme is too shallow to engage with.
An entire genre can have a theme. For example, romance (the category romance sort) has the theme of "love conquers all." Mystery has the theme of justice being done and "good triumphs over evil" and "be sure your sins will find you out." Mystery novels are actually the modern version of the old mystery/morality plays put on in the Middle Ages by the Catholic church to teach the masses before everyone learned to read. They fulfill our need for a story that says, "Everything turns out fairly in the end." Because so often real life is NOT fair. (Did you see the news story about the bus monitor who was bulled by the students on the bus she was there to protect? Sheesh!)
"The hopelessness and pointlessness of it all" can be a theme. "I don't know what the hell everything's all about" could be a theme of sorts. "The only thing that transcends death and time is love," another. "Be careful what you wish for" and "oh, what a tangled web we weave when first we practice to deceive" are fun themes for comic relief.
Theme is one of those toughies to actually "define." It's like the concept of "quality" as discussed in Zen and the Art of Motorcycle Maintenance by Robert Pirsig: trying to pin down QUALITY drove Phaedrus over the line into chaos. But there have been some useful definitions in various writing books I've owned.
Some people define theme as the meaning or "insight into the eternal human condition" the reader is left contemplating after reading a piece of fiction. Theme is an answer to the question, "What did you learn from this?" "WHAT HAVE WE LEARNED?" without the heavy-handedness of the comedian.
You don't want to moralize in a story or make the theme a subject of lots of preaching. Heinlein (among others--Sam Goldwyn, IIRC) once said, "If you've got a message, rent a billboard." But you must have some kind of unifying idea or concept around which the story unfolds or that the story illustrates in some way.
However, you may not be consciously *aware* of your theme at all while you're writing, thinking about the story, plotting, doodling, working on a scene, or whatever. This may proceed completely out of your subconscious and/or the collective unconscious on which many believe all artists draw. So you don't really have to worry too much about having a theme. You've got one.
Themes recur in my own work. Often I have "love is stronger than magic" or "right always trumps might in the end." You will find that you return to the same tropes and themes over and over, perhaps approaching them from different angles.
Sometimes it's more obvious in films. The theme (as far as I am concerned) of the "Rocky Horror Picture Show" is stated explicitly in one of the songs: "Don't dream it--be it." (I'm the only person who seems to believe this; my husband did a raspberry and dismissed the very idea of the work having a theme.) Themes in my book Miranda's Rights include, "Don't mess with love," and "Love is stronger than other forces, including magic," as well as "Sometimes you don't want what you think you're wishing for."
Some stories have more than one theme. Or theme seems elusive. If you come away from a story wondering more than one basic "truth," then they can all be themes of the work. (Well-meaning parents can try too hard. Oppression leads to oppression. A parent's repeated dire predictions can be self-fulfilling prophecies. It is doing your child no favor to be overprotective *or* to push them out into the world before you've helped them build rational defenses. All of these have been named as themes of Jamaica Kincaid's "Girl.") In some literary fiction, emotional context changes the theme, or the story contains nothing but intentional ambiguity. Deconstructionists have been perhaps too successful at taking *everything* apart, even the user's manual for putting things back together.
What makes a theme significant?
A theme is significant because that's what the story illuminates for us. It's what the story is "really about" if you ask somebody, "What was that book REALLY about?" It's what you come away thinking about, aside from the characters and how much you wish you could know them in real life. The theme may be what drove the author to work on the story and flesh it out and make it real, because it was part of the creative kernel that drove the creation of the entire work.
Find a worthy theme. That's when you will feel most fulfilled by the work.
"Grandpa, when will I be old enough to do whatever I want?" "I don't know, Ruthie. No one has lived that long yet." "Dang!" --Rick Detorie, "One Big Happy" strip, 03-03-2003