Mr. White's bad decisions in the game of chess suggest he will make other decisions in the future that are also poorly thought through, such as using the monkey's paw to wish. This relates to the theme because it foreshadows that later, he will regret what he wishes for.
Your son Herbert is dead. You are to be given a compensation of two hundred pounds.
Sergeant Major Morris saying this foreshadows bad things to come and warns the Whites about the theme, which can essentially be "Be careful what you wish for." It can also be "Be happy with what you have or you'll regret it." However, Herbert's ridiculous attitude towards the paw diminishes its apparent credibility and Mr. White uses it later anyway.
I wish my son alive again.
Sergeant Major Morris is caught off guard and turns pale when questioned about his use of the paw. This once again indirectly lets the Whites know that the paw is dangerous and that any person should employ caution when wishing for anything.
I wish for the thing at the door to go away.
The Whites realize how they should've been cautious with the monkey's paw when they receive the terrible news that their son has been killed, but they are receiving the 200 pounds they wished for as compensation for his death. They got what they wished for, but not in the expected way.
Overwhelmed by emotion, Mrs. White is not thinking clearly and hastily tells Mr. White to wish Herbert back to life. Mr. White knows this is a bad idea, but he does so anyway. When the knocking at the door begins, he instantly regrets his decision. This supports the theme because it once again means trouble is all that comes from wishing for more.
With the last wish, Mr. White gets rid of the thing at the door, but the wishes have caused much sorrow, first to both Whites, then to Mr. White only, although it would have brought consequences to Mrs. White if Mr. White hadn't acted so quickly. The third wish saddens Mrs. White, but also Mr. White, who used the paw only because he felt he had to.