Themes in WordPress control the look and presentation of your website. Everything from fonts, colors, columns, widgets, plugins, posts, and pages are reliant on your theme settings. A wide variety of both paid and free themes are available for use.
By default, new WordPress installs on Davidson Domains have 100+ themes from StudioPress and Organic Themes. These can be accessed via the WordPress administrative dashboard. For more information on how to install, preview, and activate new themes, consult Wordpress's documentation.
You may wish to add a few posts and/or pages to your site BEFORE choosing a theme. Different types of content display differently, so try adding some pictures, video embeds, and other media that you may have on your final site.
There are thousands of themes freely available, each with their own community of support. If you have questions about a particular theme, use a search engine and combine the name of your theme with "WordPress", and a few keywords around what you hope to do with your theme. It may take some effort, but usually answers for modifying a theme can be found in a support forum somewhere on the internet.
For more general information about themes and how to use them, see the WordPress codex.