The first step in creating a thesis statement about Nelson Mandela is to do some reading about the man and his life. Get to know his early history, the events of his most active years, the effects of his imprisonment, and his record as South African president. This reading will likely raise questions that lead to further research. You might wonder, perhaps, how Mandela's early life influenced his later perspectives, or why he agreed to violent measures, or how his philosophy changed while he was in prison, or if he was an effective president.
With one of these questions (or another that reflects your own interest) in mind, continue to research. Find books, articles, and videos about Mandela at the library or through online collections and skim them first to see if they address your question. It would be a good idea to start with a couple basic biographies, but you should branch out from there. If you are interested in Mandela's time in prison, for instance, you should read his prison letters. If you are interested in his early life and its influences, you might read Nelson Mandela's Favorite African Folktales. His autobiography, Long Walk to Freedom, would be another excellent source. If you are interested in his presidency, you should research his actions during that time, like the growth, employment, and redistribution policy of 1996.
This research will likely lead to a tentative answer to the guiding question, and this answer will be your thesis. You might argue, for instance, that a particular aspect of Mandela's early life proved to be foundational for his entire career. Another possible thesis revolves around Mandela's changing philosophy due to his prison experience. A third option may be an assertion about his success or failure as president.