Yes and no.

If there is an active forum/ support by the theme developer, then I think people should contact the theme author first. If only for the reason that the author can keep track of common questions/ problems. On the other hand I've seen cases where the poster states they can't reach the author. So what do you do then?

Also a good idea might be to have a similar approach with themes on wordpress.org as plugins. Namely that you can post a forum topic connected to the theme page.

Quite a few times I see questions in the theme forum, where I'm thinking to myself 'o.k. you should really learn CSS and HTML first or hire someone'. Some questions you know it would take awhile to do it properly and test everything. On the other hand if it's a simple question, and it helps someone, we have all been there. I do tend to help other designers more often, rather than somebody that wants a change in a theme for free. Depends on the project though. Somebody providing shelter for the homeless or something like that, I am more likely apt to help. I won't knowingly help someone violate a copyright though.