When forming a thesis statement about a given topic in a work of literature, one must try to state an argument that demonstrates original thought on that topic. A thesis should essentially be argumentative, brief, clear, and direction-providing to the reader. In the text Of Mice and Men, the topic of sacrifice, albeit the darker side of sacrifice, is certainly shown most clearly through George and Lennie's relationship; considering what patterns emerge from their conversations is a good place to start. For instance, when looking at the character of George, it is obvious that he is protective of Lennie and has sacrificed opportunities to do what he thinks will benefit Lennie, even amidst the dark backdrop of the Depression. So, when constructing the thesis for an essay on sacrifice, it might be formatted something like:
Through George's sacrifices of (example 1), (example 2), and (example 3), it is clear that sacrifice, although usually praised as a heroic quality, is ultimately shown in Of Mice and Men to be (original thought/ argument).
As far as quotations go, it is definitely worth examining George and Lennie's conversations, particularly at the beginning of the novella to get a sense of their bond. For example, Slim notes this at the beginning of chapter three: "I hardly never seen two guys travel together. You know how the hands are...Never seem to give a damn about nobody." Another section for quotes that might be helpful is the very end when George sacrifices Lennie's life to spare him a more painful death at the hands of Curley.