As the teacher is reading aloud any story, students will have the 'think sheet' in front of them or they can do after the read aloud has been read.
What they do is: There are two columns. The evidence side, and the theme side. On the theme side, they would write down the big ideas not the lesson, only the big ideas. For example, bravery, courage, racism, segregation, bullying, etc.
On the side marked evidence, they would have to provide clues from the text that lead them to infer that idea or theme.