For your thesis statement, include the title of the work in the sentence and make sure that your thesis is a one-sentence statement, not a question. You already have the makings of a good thesis statement in your second paragraph. You might write:
In Shakespeare's Julius Caesar, the politicians mirror real life by not only swaying the commoners but also by basing their actions and speech upon the plebians' responses.
I'm not sure how long your paper needs to be, but remember that each of your argument points or supports needs to connect to your thesis. One of your body paragraphs could focus on Caesar's and the senators' influence upon the crowds of commoners. For textual support, look at Act 1, Scene 2 where Caesar plays with the crowd's emotions by rejecting the crown three times, getting them to respect and glorify him even more than they would have if he had accepted the crown. Another excellent example is, of course, the funeral speeches in Act 3, Scene 2. Discuss how readily the plebians agree with Brutus, but then Antony masterfully sways them to his position with his propaganda techniques and argument appeals.
Your second body paragraph could discuss the commoners' influence upon the politicians. In Act 2 when the main strategizing takes place by the conspirators, they discuss how killing one person or getting specific senators to join their plot would be perceived by the plebians. For example, they decide not to kill Antony because of the possible frenzied reaction by the commoners. Another example is Brutus placing so many speaking stipulations upon Marc Antony's funeral speech in order for him to be able to speak.
In your third body paragraph, if you need to make a connection to our society, discuss how our politicians are just as easily influenced by the masses and how they often manipulate us.
Hope this helps.