Justice
This is a key word in this play, and for this story in all of its representations. What is right? Is it just to revenge, or is it better to just to let nature - and the gods - take its course?
Justice is a word closely related to "judgment" and "judge", and a key question of the play is "who has the right to judge?" Should Clytemnestra have killed Agamemnon? Should Orestes kill Clytemnestra? Should Electra be bound to kill Clytemnestra and/or Aegisthus if Orestes were dead? What is the right thing to do? Many characters, Clytemnestra, Orestes, and Electra among them claim that they are acting in the interests of justice. In the end though, with no trial and no divine intervention, Sophocles finally leaves the question of justice with his audience.
Cause and effect
How does one thing lead to another? What should our reaction to events be? How can a group of circumstances create specific results?
These are all questions central to Sophocles' play, which is a close examination of cause and effect -- the very stuff of drama, maybe, but here problematized and questioned. The death of Iphigenia leads to the death of Agamemnon, which leads to the death of Clytemnestra; as the play ends, it seems the death of Aegisthus will follow. Moreover, Electra herself has often been read as the product of her unhappy circumstances: someone turned bitter and angry as the result of a horrible situation. It is an interesting theme to trace through the play, examining how one thing might be ascribed to its result.
Revenge
Electra is deeply concerned with the idea of vengeance, particularly with an examination of "eye for an eye" logic. If someone hurts you, should you hurt them back? Does one death justify another? When - and this is a significant question for the play as a whole - does revenge end? Surely an "eye for an eye" will leave the whole world blind? One murder leads to another, and, by locating the Aegisthus murder just outside of his play, Sophocles creates the impression that the line of deaths might stretch out forever.
Gender
Gender roles are given specific prominence by Sophocles from the moment he decides to call his treatment of the Oresteia story not after the man, Orestes, but after Electra.
Chrysothemis specifically challenges Electra in their final argument that she cannot even consider killing Aegisthus herself, as she is a woman and not a man. Indeed, throughout the play, Sophocles explores the idea of Electra as a woman with a man's heart and a man's fury: like her mother before her, she refuses to behave in the way society expects a woman to behave.
Sophocles explores our expectation of men and women, and interrogates the nature of both roles. Why should a man be allowed to do something that a woman is not allowed to do?
Blood and bloodlines
The play explores the bloodline of the House of Atreus, and Agamemnon and Aegisthus, both of whom have a common ancestor in Atreus. It is easy to forget sometimes that when characters talk about "blood", they often refer to "bloodline". To kill one's mother is not just a crime in blood but a crime in bloodline: it stops the continuance of the family name. Blood in Sophocles is a key idea: it is both a reality and a metaphor for the family line stretching out, backward and forward, and is thus inextricably tied to "eye for an eye" logic.
Disguise
This is announced very early on as a key theme, when Orestes resolves that his words are going to be false - and that it does not matter, so long as he ultimately achieves his intention. It is an interesting logic, and the first clue toward a theme that resounds throughout the play: that the truth can easily be disguised.
Everyone apart from Electra in the play could be accused of role-playing, either literally - like Paedagogus or Orestes, both of whom literally assume false roles - or metaphorically - like Chrysothemis, who despite her anger is still prepared to play the part of the meek, mild girl.
This is a play which constantly juxtaposes truth and falsehood, but which never truly tells us what lies behind the mask (itself, naturally, a key symbol in the ancient theater). Trust nothing, interrogate everything.
Familial v. civic duties
Very often in Sophocles, starting with Oedipus Rex, and continuing on to several of his protagonists, there is a tension between the duties one owes to one's family and the duties one owes to one's country. In this play, for example, Electra tells Clytemnestra that she in no way could ever be justified in murdering her husband, because of her wifely duty. On the other hand, Clytemnestra felt she was duty-bound to revenge her daughter. Familial duty against familial duty - and that is even before one even poses the question of whether murder can ever not be morally wrong.
It is famously true of tragedy that a protagonist can find him/herself caught between two "wrong" options: whichever way he/she goes, he/she will be in the wrong according to one or another set of duties. It is well worth examining the patterns of familial and bloodline duties against broader ideas of right and wrong - and asking whether there is any "right road" that Sophocles' characters could have or should have taken.