Are you exploring the issues of trust versus naivety in that story about the little girl?
The deeper and more profound the questions you dare to ask, the deeper and more profound will be your work. That doesn’t mean that it has to be written in huge long words, and indecipherable to all but university professors! You can write a seemingly simple story but have complex themes going on. The Little Prince by Antoine de Saint-Exupéry and Jonathan Livingston Seagull by Richard Bach are good examples of that.
However, the deeper and more profound the questions you dare to ask, the more courage you’ll need as a writer. But too, the more you’ll grow as a person through your writing. The rewards are great.
You can start with a theme, and work a story around it. That can be good as it means you have a distinct aim to work towards in your story, and can stop it going in the wrong direction. The danger of that is that you’ll force your story in directions it doesn’t want to go. (For more information on this, see the section on outlining in How To Plot A Novel.)Or, alternatively, you can write your stories and see what themes evolve. It can be quite fun to see what does come up, and hence learn what’s important to you, and what’s bothering you. Certainly in my own work I can see that the issue of belonging and fitting in is cropping up quite often.
(It's interesting that the psychologist Abraham Maslow put the need to belong to our group as one of our most basic needs, ahead of things like fulfillment and aesthetics.
Which in turn is another thing about themes - they tend to be about universal issues, and that's part of the attraction to the reader - that the issue being explored echoes experiences in their own life and so they can explore those issues vicariously.) The one thing I’d say to you is that, as a writer, don’t get too hung up on all of this. As I’ve said, your story is about something and that something is your theme, even if you don’t consciously recognise it to start with.