The most obvious theme is death, more specifically, suicide. This can be seen in a number of poems, including "Lady Lazarus" "Death & co" and "The Hanging Man". The interesting thing about this is that Plath presents death as a theatrical production, to be presented to the world. She also explored relationships with the men in her life, "Daddy" is about her relationship with her father and also her husband, Ted Hughes. This is explored further in "Fever 103". "The Night Dances" and "Nick and the Candlestick" are more positive and portray her wonder and joy in being a mother.
If you want a deeper perspective on Plath's poetry you should read Hughes' responses in "Birthday Letters", specifically "Red", "Your Paris" and "The Shot".