Many things can help understand the theme. If you're looking for one word, you might be thinking of symbols
Setting
a plot
a plot
a plot
a plot
setting
Characters help us to understand the theme of a story because the actions and thoughts of a character explain to the reader what is going on. Without characters a story would just be a group of words.
You don't necessarily "need" to understand it in order to enjoy the story - but the more you know about the story, the better you will understand all of it and not just the basic plot.
The reader can find a universal truth from the details in the story
The theme is what the story is about - what the author is trying to say to the reader.
The supporting details of the story are what helps the reader the most to infer the theme.
D.C: because it leads to a deeper understanding of a story