The Democrats need to make the election not a referendum but a choice between the two parties. Their question is: do you want Republican or Democratic rule? This works because Republican rule ended just under two years ago and it was a disaster: the last month of Bush's term lost 750,000 jobs, the deficit was $1.2 trillion, the economy was in the deepest recession since World War II, the financial system was on the brink of total collapse, and the Republicans started and failed to win both of the wars that are dragging on. The Democratic story is: yes times are tough, but things have improved as a result of our rule (which is true), two years isn't enough time to turn around the mess we inherited (which is probably true), so give us two more to show we can not just make things better, but makes things good.
There is a second message the Democrats can use in some races: some Republican candidates are extremists. The Senate candidate in Nevada wants to end Social Security and Medicare, which an awful lot of Tea Party members live on. She has also hinted at turning to violence if conservatives don't win at the ballot box. Rand Paul, another Senate candidate, thinks hanging a 'Whites Only" (or for that matter "Blacks Only") sign in a public restaurant should be legal. Several candidates believe rape victims should be forced to bear their rapist's baby. These candidates will do everything they can to avoid attention to these position. The Democrat's goal is to get extreme past statements on the airwaves and try to force these candidates to restate their positions.
President Obama came up with a great image for the Democrats while in Detroit talking to auto workers: everyone knows you put the car in "D" to go forward and "R" to go backward.