A thesis statement should make a claim that can be supported using textual evidence from the text it addresses. You might, therefore, argue that Chopin foreshadows the eventual questions surrounding Désirée's racial heritage when she writes that Désirée was found in shadow, again referencing that shadow when Armand Aubigny first sees and falls in love with her and when Monsieur Valmonde reminds Aubigny of Désirée's unknown origin.
The narrator reports that Désirée was found by Monsieur Valmonde "lying asleep in the shadow of the big stone pillar" in front of the plantation. This shadow would have the effect of temporarily making her skin seem darker, as we all appear darker in shadow; the repeated reference to and apparent symbolism of this shadow makes it seem as though Désirée might, in fact, have black ancestry (referring both to the physical "darkness" of blackness and to the truth of her heritage, which is kept the dark).
Furthermore, even Désirée's adopted father urges Aubigny to have caution as a result of Désirée's "obscure origin," but Aubigny's feelings are described as though he'd been "struck by a pistol shot"or as being like "an avalanche, or like a prairie fire"—all things that are dangerous and damaging; this too provides some foreshadowing of Désirée's catastrophic tragedy when she is cast out as abruptly as she was taken in.
You might also argue that the descriptions of the slaves' skin tones, as well as clues regarding Désirée's baby's, provides evidence for just how concerned people were with how much white or black parentage one had (including what we learn to be Armand's own). Désirée is wearing "soft white muslins" which contrast with the "yellow nurse woman," Zandrine. Désirée reports that Armand could hear the child crying from "'as far away as La Blanche's cabin": La Blanche seems to be a nickname for a slave whose skin is nearly white. The narrator reports "an air of mystery among the blacks," and that one of La Blanche's little "quadroon boys" fans the child. These nicknames and words like "quadroon" (which mean that a person has one black grandparent—is one-quarter black) show the preoccupation with race and heritage.
Furthermore, if La Blanche has "quadroon boys," then that must mean that she is what was called a mulatto (with one black parent and one white parent), and the boys' father must be supposed to be white; if we connect the dots, we might even come to the conclusion that Armand is the boys' father: what other white man would be having sex with Aubigny's slaves? How ironic and fundamentally hypocritical that he is not only part black but also that he would cast his wife out for being partially black—all the while continuously raping slaves.