There are really very few have to's in storytime, other than to have fun and tell stories! Everyone has their own style, and every group has it's own dynamic, so no two storytimes are the same. So, while many use themes, many others do not. It is really what works best for you, and it never hurts to try both ways or mix it up occasionally!
I do use themes for my storytimes for the most part. Mostly to aid in planning, as I feel like I need some kind of direction. Otherwise, I sometimes become overwhelmed trying to decide what to do because I have too many ideas swirling in my head. Sometimes I'll think of a theme, and then try to find books to go with it, or I may come across a book that inspires a theme. Or I may start with a theme in mind, but it may evolve depending upon the books I find, or I might have to scrap an idea and start over. I try to keep an open mind and not get too set on anything or force a theme that just isn't coming together.
Themes can be fun, but they shouldn't be a burden. It's great to come up with something new or somewhat unique, but you shouldn't feel like you have to re-invent the wheel every time, either. There's certainly nothing wrong with using tried and true hits like dinosaurs, farm animals, zoo animals, etc. Or do a slightly different take, for example, I did "unusual pets" instead of "pets", and my "under-the-sea" theme evolved into a "shark week" theme that turned out to be one of the most fun storytimes I've done.
But themes should be a help in planning, not a hindrance! If you can't come up with a theme, don't worry about it! Are there some books you've been wanting to use but just haven't fit in for one reason or another? New books you can't wait to try out? Old favorites you haven't used in a while? Great, your "theme" can be "books I wanted to read"! There have been times I just didn't have time to think about a theme, and just pulled several books I had been wanting to use, hadn't gotten around to yet. And it works just fine. In fact, this week I'm going theme-less because I came across some books I couldn't wait to use, but didn't necessarily fit into an obvious theme. So I guess my theme is "Fun books Miss Jennifer just discovered" :)
And if you prefer not to use themes at all, more power to you. Whatever works! As with any aspect of storytime, start with what you're most comfortable with, and branch out from there. Don't be afraid to experiment. If something doesn't work, it's not the end of the world. Every time we try something new, it helps us grow and develop as professionals. If you happen to be one who doesn't generally use themes, please share your thoughts in the comments.