It is difficult to give you a comprehensive answer as you have not stated what your short story is about. When you struggle with a thesis statement try ASKING yourself a question as this will then form the basis of your actual statement. Once you have the basis, follow the simple rules below to enhance your statement and make it complete.
A thesis statement will obviously include:
1) the MAIN idea
2) a conclusion or deduction reflecting your opinion.
3)Do NOT be vague. Be specific and, if your subject allows, be factual. Your thesis statement is not an observation and in order to encourage others to read your story, the content must be clear.
eNotes also has helpful questions regarding thesis statements althought they are about specific topics. They may however help you understand.
In order to create a thesis statement, it is always good to review the text and peruse certain passages that point to the topic under consideration.