User Stories are a not mandatory, but very recommended part of Scrum and eXtreme Programming methods. Most of people acquainted with agile software development feel comfortable with the requirements written in the form of "As a [user role]
Terms
Epics are just huge stories for capturing relatively low priority requirements that are often too complex to estimate right away and that are going to be detailed later. An epic for a car could be "As an environment conscious driver I want to be able to use both gas and hydrogene". A theme on the other hand is a set of stories grouped around some functional area, user group or anything else that makes sense for the product owner. Themes are often confused with epics, because quite often the epic is split down into exactly one theme. A theme for a car could be a set of stories grouped around the building the hydrogen engine.
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