A thesis must be clear and provable. In Shakespeare's The Taming of the Shrew, the two sisters make an interesting subject to write about because they appear to be so different. What is surprising about them is the fact that appearances are deceiving: Bianca is actually more shrewish than her sister. Start by making a list of each of their behaviors and see where they match up and where they diverge. For example, Bianca says she obeys her father, but she secretly gets married without his permission--the ultimate act of defiance for a young woman in Medieval times. Katherine protests, rants, and raves against her father, but she is obedient when he gives her in marriage to the madman Petruchio. If you decide to explore some of those kinds of issues, a thesis might look something like one of these:
Though Bianca appears to be the docile and obedient sister, it is Katherine who actually follows her father's wishes.
Though Katherine's behavior is outrageous and even violent, she is more obedient than Bianca, who appears to be obedient but is actually defiant and self-willed.
Whatever position you take, your thesis must reveal a clear position and be supported by sufficient evidence to make your case.