A theme Wallace Stevens goes back to over and over is that the defining factor of the world we live in isn't really the world itself, but the way we perceive it. We see the world the way we are, not the way it is.
This is the main theme in Anecdote of the Jar, and Thirteen Ways of Looking at a Blackbird; it is probably the main theme of The Blue Guitar. It is an important theme even in poems which have other main messages, including The Emperor of Ice Cream and Sunday Morning.