What are themes?

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Sitting and working with the character builder, I stumbled upon something called themes. What are these and when were they introduced?
They're basically a 'third pillar' of character creation, alongside race and class. They are roughly analogous to paragon paths, but for the heroic tier. They are meant to represent those aspects of a character that extend beyond race and class. For example, a dragonborn fighter is just a dragonborn who... umm... fights. But give that character the Mercenary theme and now he's a very specific sort of dragonborn fighter with a more defined place in the world. Give the same character the Devil's Pawn theme instead and now he's quite a different character with very different plot hooks, despite being the same race and class and potentially having the exact same class powers, feats and equipment.

Themes vary a lot, but most of them give a (generally weak but flavourful) encounter power at level 1, plus extra powers you can choose to replace class powers as you level. Most also give minor features (such as conditional skill bonuses) at levels 5 and 10.

They were ntroduced in the Dark Sun Campaign Setting book, and added to the game more broadly in Dragon 399, where you can find full rules for them and a better description of what they are.

"My flying carpet is full of elves."

And there are no drawback in giving a theme to a character? You don't have to give up anything else?
And there are no drawback in giving a theme to a character? You don't have to give up anything else?

No, but since they do add a measure of power to a character, you should only take one with your DMs permission, and your DM should only allow a player character to have a Theme if he is going to allow Themes for all player characters.

And there are no drawback in giving a theme to a character? You don't have to give up anything else?

No, the theme is a add on option that has a feature or power, along with power options beyond 1st and a couple paragon class options that fit the theme. Themes are also not class specific and can be used to provide PCs with a secondary role.
There is no drawback to adding one.  They very widely in power so talk to your DM, but the majority of them do not add that much in power.

Most allow them IME since they make for a more interesting heroic tier with a reasonably amount of power creep.  Giving your 1st and 2nd level PCs an another encounter attack makes them a lot more interesting.
They aren't always encounter attack powers. Encounter utility effects are reasonably common and a couple have at-will utilities.

Still, the actual power increase is fairly minimal, and one of the better parts of the system is that the theme doesn't need to be a 'match' to the class to work. The fighter can be a Wizard's Apprentice as easily as a wizard can, and it's probably a MORE appropriate theme for the fighter to take than for the wizard.
I thought about clarifying my comment about encounter attacks right after I posted, but didn't bother.

Last night my avenger didn't drop after a couple of hard hits solely because our cleric used shield of devotion on him so I am quite familiar with those utility powers.
For completeness sake they first appeared in the Darksun book but the ones there were a little different then the ones to appeare in latter issues of the Dragon magazine, neverwinter, vile darkness and feywild.
The sea looks at the stabillity of the mountian and sighs. The mountian watches the freedom of the sea and cries.