King Lear is a very complicated play. It has two plots and many characters. Lear has three daughters and Gloucester has two sons. Lear's three daughters all have husbands. There are other characters who have substantial parts. The action takes place over a fairly long time period and covers a large part of England. You should not try to think of a thesis or a thesis statement that would cover the whole play. Less is more. You would do well to pick one character you like or dislike and focus on him or her. You have to form an opinion before you can present a thesis. How do you feel about the play? How do you feel about the characters.
A possible thesis that comes to mind is this. It would seem that Gloucester is punished for his adulterous behavior in conceiving his bastard son Edmund by having Edmund become the cause of all his suffering. Gloucester thinks he is a very fine fellow in having produced a child out of wedlock. He would like to think of himself as an impetuous romantic lover. He appears to be bragging about it to Kent in the opening scene. He does not understand that all our actions have consequences.
I think you could find a thesis in almost any of the characters. For instance, what do you think of the way Cordelia answered her father Lear when he asked her to tell him how much she loved him? Was she being wise. Did she have to be so uncompromisingly honest and sacrifice a full one-third of England?
What about the Fool? Is the Fool really funny? Did you laugh at any of his jokes? Do you think Shakespeare really intended the jokes to be funny? I think Shakespeare did not want the jokes to be funny because he didn't want the audience to seem to be laughing at poor King Lear.
You need a thesis before you can write a thesis statement. You need to find your thesis inside your own mind. These written assignments are handed out in college to get people to think. The graders appreciate honest thinking.