You are going to have to do some personal brainstorming to help get your thinking on the right track so that this step actually is easy.
I assume you have researched and have been reading anything you can find about the event. If you have not done this, the first thing you need to do is read, read, read - as much as possible. Through reading, you need to determine what it is you want to say about the shooting. Some questions to think about are:
- What kind of research paper are you writing (as assigned by your teacher)? Argument or just expository?
- If this research paper is simply a report (expository), for example, you might just be retelling the events in your own words. In this way, your three parts could easily be chronological: events leading to the day, the day itself, the aftermath.
- If it must be an argument then you need to determine a controversy surrounding the event. Possible causes? Whose fault was it really? Could this have been prevented? What could the school/other students/parents have done differently?
Once you've determined the focus of your essay - the 3 parts of the thesis will be three major sections of your paper - so these aren't necessarily one-fact details. Rather, they are categories that you can pack lots of information into (see #2 above).
Even in an argumentative paper you can break down the argument into three categories. For example, maybe you want to tackle the question: "Could the tragedy at Columbine have been prevented?" (This is not your thesis, by the way. Your thesis answers the question.) Let's pretend you wish to argue that it could have been prevented. In this way, your thesis and three categories might look something like this:
"In the aftermath of one of the most tragic high school shootings in history, studies show that this events could have been prevented if parents, students, and school personel had simply been more pro-active in the lives of each and every student." Note: bolded words are each category. Now your paper is set up for sectional arguments on things each of these groups should or could have done differently.
Let me encourage you to use this example as a guide only. I have absolutely no idea what is out there for the research of this topic - and don't know if this sample is even remotely true. But those are the kind of broad categories you want to shoot for.