Okay, good to hear it fixed it.
The problem is, in all likelihood, something called a "race condition". This is where the system, during login, is carrying out several actions. One of which is setting the Caja theme. Unfortunately, on some systems, for reasons that are often very difficult to isolate, these actions come into conflict with one another. When that occurs, what often happens is one of them will get dropped and wont be carried out. This is probably what is happening with your faulty Caja theme. To fix it, follow the instructions below:
1) Open a blank Pluma file. You can find Pluma text editor under Applications/Accessories/Pluma Text Editor
Copy and paste the following into it:
Save and close the file to your home folder with the following name: "reset-caja.sh"
2) Go to your "Places" menu on your top panel and open your "Home" folder. In there, you should see your newly created file. Right-click it and select "properties" and choose the "permissions" tab. See below:
Check the "allow executing file as program" check-box.
Then close the "properties" dialog box.
3) Open system/preferences/personal/startup applications and click the "add" button. See below:
Write what you want in the "name" field.
Use the "browse" button to navigate to your newly created file and select it. When you do this, you will find the path to the file appears in the "command" field.
Now click the add button to add it to your list of startup applications.
Now close the "startup applications" main dialog box.
If you now log out and then back in, you should find your problem with your Caja theming is fixed. Let me know if you have problems, though.