Answer:
Choose a theme that you believe the "hen" would be most comfortable with, because after all it is their night (not yours). Ultimately, the aim of the night is for everyone to have fun, so try and keep it light hearted and enjoyable.
Keep in mind as well the type of people who are being invited to the event, as activities that some might enjoy could be considered offensive by others.
If you are unsure as to what would be suitable, then it is best to consult the "hen" in the first instance.