Remember, a thesis statement is the controlling idea or argument for your essay. Be sure to have: 1) the author's last name; 2) the title of the piece; 3) the concept (in your case, Ambition); 4) your argument, the explanation of what the impact actually is and what consequence it has on others. You want to start to get at this in your Thesis.
So, in your case, it is really easy to construct a thesis that will organize your paper. All that's left for you is to articulate the impact of ambition. Does ambition drive Macbeth and Lady Macbeth? Motivate them positively or negatively? Is ambition a good thing? What happens when the Macbeths act on their ambition?--people die: King, Banquo, Fleance is sought after and barely escapes, Macduff's family, Young Siward, the two chamberlains, etc... But ambition has also pushed Macbeth to be an expert warrior and serve his King well at the beginning of the play, "For brave Macbeth--well he deserves tht name-- / Disdaining Fortune, with his brandished steel, / Which smoked with bloody execution..." (I.2.16-18).
So now all this goes into one complex statement forming your controlling idea, your argument:
In Macbeth, Shakespeare uses the concept of ambition to explore its impact in how this motivates Macbeth and his wife to devise a plan to kill for the throne, as well as to explore how ambition can be destructive.
*that's just an example of what I can do and what I might argue; but you might argue something entirely different. But notice: author, title, concept and argument all in one statement*