To change your Theme, click on "Switch Theme" on the left-hand toolbar.
On the next screen, you'll be presented with the available Themes and descriptions. Click "Use this theme" to try out a new one!
Once you edit a Theme, a separate version of that theme will be saved, in addition to your original Theme.
If you decide you want to go back to a theme you have already made edits on, your original theme for example, you can either choose "Continue Editing", which will display all customizations you made to the theme before switching, or choose "Restore Default Theme", which will revert all customization settings back to the default.
Keep in mind that once a theme has been reverted to the original Theme there is no way to restore previous customizations, so use "Restore Default Theme" cautiously.