You didn't mention what you were supposed to write about. Although the paper is obviously on the novel, I would first suggest looking back at your assignment to see if it has a specific focus, like writing on a particular theme or comparing and contrasting two elements/characters.
Regardless of the prompt, a good place to start writing your paper is to first examine the themes of the novel. Those will give you some very good ideas about characters, possible quotes you want to use, and might even lead you to an argument you want to make. enotes has a really good study guide for To Kill a Mockingbird that provides several themes.
Next, before arriving at a thesis statement, try doing some brainstorming on a couple of possible topics you're interested in. If you brainstorm for each of them you will have an opportunity to choose which one you can develop the most ideas about. It is after you complete some of the brainstorming that you will find it easier to develop a thesis statement because at that point you'll have really thought through your position.