Atheme is
something a character says in a story.
the main message found within a story.
an action taken somewhere in a story.
an idea someone has in a story.

Hey there! :)

A theme is...?

Let's go through each answer choice.

1st)  Something a character says in a story.

This would be incorrect because dialogue is what a character says in the story, this is not what the theme is.

2nd)  The main message found within the story.

This would be correct because themes are usually teaching you a lesson, and is the central idea of the whole story.

3rd)  An action someone has taken in the story.

This would be incorrect because a theme is not an action, themes usually do not have any action in it whatsoever, because once again, it is the whole idea of the story. 

4th)  An idea someone has in their story 

This would be incorrect because although a theme is an idea, it is not a specific someone's idea. It is the narrator's idea, or the author's idea.

So, the second option is correct.

~Hope I helped!~