A good thesis statement should be a defendable argument. In other words, it should make a claim that you can prove through your paper. A good thesis should do more than just state the obvious, (like Lear had three daughters); instead, it should present a position that needs contextual or researched evidence to prove. It should also lead to a greater understanding of the text.
IF you intend to prove in your paper that Shakespeare intended to criticize authority in his time by writing the play King Lear, then, yes, it is a thesis statement. To prove this argument, you would probably need to research the historical context of the time in which the play was written and then draw correlations between the play and what was going on historically/politically at that time.
A topic, on the other hand, may simply be a general idea, like political implications of King Lear or a set of instructions like Discuss Shakespeare's purposes for writing King Lear.
I hope that explanation helps.