What about explaining the origin and meaning of some common sayings. Why, for instance, we say "break a leg" to someone for their good luck in attempting a new venture? This expression is one that is popular in show business because on one occasion someone told a dancer "good luck" and the dancer broke a leg! So, to prevent one's breaking of a leg, or other misfortune, now people do not say "Good Luck." Instead, they say "Break a leg."
To find other sayings and their origins, just type in the saying on a search engine and you will learn its meaning and significance.
Obviously it is completely up to you and you will likely get a wide range of suggestions from us here, but the main points to consider as you choose a topic are: audience, author and purpose. Who are you writing for? How much of yourself do you want to put into your piece? And, ultimately, what point do you wish to get across?
I like the first ideas of the first post - in fact, my first thought was to pick one common saying and revolve the entire essay around it. The one that came to my mind was, in fact, a proverb: "Pride comes before a fall." I think this could set you up to write about a personal experience (we've all had moments of sheer humiliation prompted by our own arrogance, no?) that might be funny and entertaining as well as leave your audience with a little mini life lesson at the end.
How about examining the cultural aspects of proverbs or sayings? I am sure you have heard many proverbs from different cultures in your life. Your thesis statement could center around how such sayings are illustrative of the culture from which they originate. You could do this with various time periods as well, for example ancient Jewish proverbs or ancient Chinese proverbs.
If you check out the website below, you will see many such sayings and proverbs organized by nation and culture. Peruse this list and then ask yourself if there is a common thread that you could form a thesis around. For example, in this list, there are many Chinese proverbs that seem to reflect the Chinese culture and religion. Also, Jewish proverbs (you can also check in the Book of Proverbs in the Bible) reflect certain cultural values.
If you don't like that idea, perhaps your thesis could center around the wisdom inherent in proverbs, or what aspects of life proverbs tend to center around (getting along with people, keeping one's mouth shut, being honest, etc.)