Writer's Fallout Shelter

A theme is the message the writer wants the reader to take away with them after they've reached The End. It isn't what the story is about or what happens, but the central issue that forms an undercurrent throughout the entire work. From everything I've heard and read, you're supposed to be able to say what the theme of your novel is in one sentence.

This has always led me to believe that you're supposed to know your theme when you're starting out, but if anyone were to ask me the theme of any of my stories, short or novel-length, I'd just look at them like the proverbial deer in the headlights. I could probably, if pressed, come up with the theme of the nearly-finished novel at this point, but that's only a maybe.

What about you? Do you know the theme of your work when you're starting out? Do you know what you're trying to say or is it something you come to a realization of toward the end? Or is it something you don't really think about?