You have to write a thesis that reflects what you understand about the this story, but I will give you some advice and some ideas to think about.
A good thesis statement for a piece of literature is one that can be argued and supported through analysis of the literary techniques used in a piece. You will be arguing an interpretation of the theme, and supporting it by looking at which devices seem most relevant in helping Faulkner bring across his meaning. That said, you have two tasks: 1. decide what thematic point you are going to argue, and 2. brainstorm which literature techniques are present for you to analyze.
Some themes to consider:
1. the generation gap between the people of Miss Emily's generation and the younger people who govern the town in the 2nd half of her life.
2. the lonliness and isolation of Miss Emily and how killing Homer fits into that.
3. the idea of change and a person's ability to handle change.
4. the theme of secrets -- both Miss Emily and Toby keep the secret of Homer for a long time.
5. the conflicting attitudes of the townspeople about Miss Emily through the years.
Here are a few of the most prominent literary devices used in the story:
1. setting -- the post Civil War South at the turn of the century through the 1930's
2. characterization -- consider all the methods of characterization for Miss Emily (what she says, does, thinks, what other's think)
3. narration -- who is telling this story? How does that affect it?
4. structure -- told in a stream of consciousness method -- what is the purpose and/or effect of that?
5. symbolism -- the decay of the house, her street, the body, her gray hair
Your three part thesis could suggest how any three devices contribute to your understanding of a theme of the story. Your thesis could analyze three aspects of a single literary technique used by Faulkner. Your thesis could discuss three aspects of single theme as considered throughout the story.