From the Dashboard, hover your mouse over the Appearance button.
Under Themes you will find your current Theme, and a description.
You can also browse through the various themes available for your blog.
Hover your mouse over a Theme you are considering. There will be an option to preview your site with that theme. In the upper left corner of the screen will be an X, which will close out the preview. There will be an Activate button to start using the new theme.
Click on View Site to check the changes, and repeat these steps if you wish to change theme again.