You have not yet created a Shopify store. You need to have an active Shopify store in order to access and select themes. If you have not yet created a store, you will need to sign up for a Shopify account first.
You are logged into the wrong account. If you have multiple Shopify accounts, make sure that you are logged into the correct account that has your store.
Your Shopify store is currently paused or suspended. If your store is not currently active, you will not be able to access and select themes. Check your account status in the "Account" section of your Shopify dashboard.
There is a technical issue with your Shopify account or settings. In this case, you should contact Shopify support for assistance.