Chicken and egg, you must have some idea of what your website would be:
Business
Magazine
Photography
Social Network
Traditional Blog
Then you need to decide on the format:
1 column
2 Column
3 Column
Then there are the colors!
Prepare a list of requirements before searching for a theme, visit other websites in the same Genres as your website to get some ideas.
Check out the WordPress Themes Here on WordPress.org:
If you do not find a theme there try a Google Search, but you will likely try many before finding one you really like.
Or you could use a theme generator like Artisteer
HTH
David
btw there are no 44 million themes, but still quite a big amount with 1400 and something i think… Once you click on themes it says how many themes there are and how many downloads have been made (which is the 44 mio.)
Other than that i can only recommend to do what the previous poster mentioned – to think first what you want to do and then start to search for something fitting.
To find themes you need to click on THEMES and then on this to get to the search interface:
‘Search below or check out our new filter and tag interface.‘