We study the behavior of theta characteristics on an algebraic curve under the specialization map to a tropical curve. We show that each effective theta characteristic on the tropical curve is the specialization of 2g-1\documentclass[12pt]{minimal}
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\begin{document}$$2^{g-1}$$\end{document} even theta characteristics and 2g-1\documentclass[12pt]{minimal}
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\begin{document}$$2^{g-1}$$\end{document} odd theta characteristics. We then study the relationship between unramified double covers of a tropical curve and its theta characteristics, and use this to define the tropical Prym variety.