There are three themes in The Open Window.
Appearance as reality - Vera, Mrs. Sappleton's niece tells a very convincing story to Mr. Frampton Nuttel, she is so authentic in her description that his frame of reality about the family is created through her story. The point of this theme is that what an individual perceives becomes his reality. Frampton Nuttel expected to see three ghosts come through the window, so when he saw the men coming towards the house, he could not get out of there fast enough.
Deception- Vera obviously deceives Frampton Nuttel when she tells her tall tale about her aunt who waits for the return of the hunting party lost in the marsh.
Sanity and Insanity- Frampton Nuttel is in the country for a nervous condition, he questions his sanity after he hears the story from Vera. When he finally meets Mrs. Sappleton, he thinks that she is insane.