What is the suggested theme in “Infant Sorrow” by William Blake?

The overt theme is that of a newborn baby entering the world. Blake evinces the sounds, sights, and movements of that event:

My mother groand [sic]! my father wept. . .

Helpless, naked, piping loud. . .

Struggling in my fathers hands.

This is not a moment of joy, as indicated by the title "Infant Sorrow." The event of birth occurs from the perspective of the newborn, who expresses existential angst over being born:

My mother groand! my father wept. 

Into the dangerous world I leapt: 

Helpless, naked, piping loud; 

Like a fiend hid in a cloud. 

The first sounds he hears are those of pain and weeping, which usually indicate sadness, not happiness. These aural signals suggest danger, but the infant does not shrink from this seemingly unwelcoming world—he leaps into it. There is contrast between the third and fourth lines. Though he is "helpless" and "naked," his voice "[pipes]" loudly, like that of a "fiend." He is fragile, yet also a potentially menacing creature.

The second stanza focuses on action and movement:

Struggling in my fathers hands: 

Striving against my swaddling bands: 

Bound and weary I thought best 

To sulk upon my mothers breast.

The use of the present participle ("struggling," "striving") gives the infant's experiences a sense of urgency. Moreover, these are actions of resistance. The "swaddling bands" are the blankets in which newborns are wrapped to provide them with comfort, but they make this infant feels "bound." 

Ultimately, he decides it is futile to continue to struggle, as he has become "weary." He does not rest against his mother's breast but instead sulks out of resignation and resentment. He is condemned to live in a world that will not bring him the comfort or safety of the womb.