By making characters complex made them relatable.
I want to point out how both versions get at the same moral. But Faust is about the man and Job is about Lucifer and God.
Your question actually conflates--joins together--two parts of Goethe's Faust Part I, those being the very old story of the magician Faust who sold his soul to the Devil and the "Prologue in Heaven" that paraphrases part of the Job story. The Prologue, based on the biblical account of Job, was written many years after Goethe wrote the Urfaust (original fragment) that forms the basis of Part I. In the Prologue, Goethe sets out one of his most important--indeed, perhaps the most important--themes, that of the inherent nature of change. It can be contested that "The Book of Job" and Faust "get at the same moral," but the reason Part I is so captivating (one never hears Part II called captivating) is that Goethe fully develops the characters over a great expanse of context and highlights the emotional and psychological as well spiritual aspects of the primary characters: Faust, Gretchen, and even Mephistopheles.
Just to add to the already excellent advice you have received, make sure you have good quotes to back up what you are arguing. This is absolutely key in any essay or paper, and it is the mark of a good analyst. So one way to do this is to work out your main points, then go back over the texts and pick out quotes that you can use to elaborate upon your main points. Good luck!
In both versions, there is a wager that involves the fate of a good man: can he be tempted by evil and turned away from God?
In Goethe's Faust, the tempter is Mephistopheles, a demon from German folklore.
In both stories, there is a human that "the powers of darkness" (Satan or Mephistopheles, as the case may be) makes a wager over (a bet), with God, to see if a man of the "evil one's" choice can tempted in a way that he will cause him to turn his back on God.
That is where you find your similarity. The difference is that Faust is approached by Mephistopheles and offered the gift of youth (the temptation), which Faust accepts; he then moves on to do other terrible things. But while he has committed grievous sins, God still intervenes (God, the compassionate being). In the end, Faust is redeemed through his change of heart by the woman he loves.
In Job's case, he is used by Satan, and abused, as well. All the things he values most, his children, his wife, and all his belongings—even his dignity—are taken from him. He has made no deal with Satan. He is unaware of what is transpiring around him. However, through every trial he remains faithful to God, still praising him; ultimately, Job is rewarded by God with 10 more children, and more wealth, and long life.
In Goethe's work, Faust is tempted by the Satan-figure, and he conditionally accepts. In Job's case, Satan only torments him, but does not tempt him.
In terms of your thesis statement, it appears to me that Goethe's Faust would be more captivating to the reader because the reader can more easily identify with the protagonist. (This is not to say that many people have good reason to identify with Job at some point in their lives...) I think the commonality between the reader and the character of Faust comes from the fact that people are tempted to turn away from the path they know is good, every single day.
It may be the temptation to cheat on a test, repeat gossip, be nasty with a sibling (or parent, child, spouse), steal something (from a store or a large company), lie, commit adultery, or even cut someone off on the highway.
If we have a sense as to what is right or wrong for each of us, regardless of where that moral compass comes from (parents, church, or school, etc.), we are forever bombarded with situations that require us to make choices: some of them are very hard. Executives who steal from their employers may well never have started out with that intention.
So for your thesis, if I were writing this paper, I would simply state that Faust's story more readily, more accurately creates a man much like each of us. He starts out as a decent sort who is searching for knowledge. And we can probably all identify with this experience. Faust's character is presented in a more human way, allowing the reader to more easily relate to Faust's experiences in the reader's own life.
In Job, God and his "enemy" are both involved, but in Faust, the tempter makes his wager, and then goes to Faust and gives him a choice. In Job, there is no choice: he is tormented and does not understand why.
Poster number two nailed it on the head when it comes to anaylsis of the story. As far as a thesis statement is concerned, to make a really great one, you need an opinion with your controlling ideas. The above poster has a good example for an opinion and with 2 or three controlling ideas.