Theory of history is so closely related to "historiography" or the practice of writing and criticising history that we may as well consider them to be basically coaligned. Therefore you will want to read EH Carr's "What is History?" and a textbook aimed at honours / post-graduate coursework students on historiography.
Ranke started modern history with the observation, "But it is not for the past as a part of the present, but for the past as the past, that man is properly concerned" (Diaries, 1814)—the purpose of history is not the whiggish informing of the present on the basis of the attitudes and mores of moderns, but to understand the past in the terms of the past itself.
All modern history reacts to this theoretical assertion. Some, such as Marxist history believes that the purpose of history is to serve the needs for self-empowerment (primarily) of the proletariat and its achievement of the beginning of history in human freedom. But they still use Ranke's methodological tools and avoid inserting modernity into the past.
Similarly Ranke pushed for archival research, or research direct from the sources of the past. He also pushed for the vigorous critique of writings about the past.
We can probably get a little bit into Hegel and Lukacs on the nature of history as a teleology, but to be honest, these theories of history are philosophical in nature, and not historical in nature. Your answer should properly be answered in relation to historians by examining the theories of history of historians themselves. For example, Marxists commonly put the changes in the mode of production and the balance of class forces (and the transformations of classes themselves) at the centre of history because Marxist historians privilege an understanding of society as a system of production and reproduction of cultural and material reality.
In comparisons, Liberal historians view the contingency of man's consciousness as central to history as they tend to view political institutions or market agents as determinate.