Ah, great question. For an essay about literature, a great topic sentence needs to clearly state what it is that you're trying to convey in your essay. In other words, what is it specifically that ties together the deaths of Allie, James, and Holden's innocence?
Something along the lines of this might be helpful to start with:
Throughout The Catcher in the Rye, it is evident that death and loss are major themes.
Then, once you establish the clearly defined scope of your writing, you'll want to go into identifying the specific examples that support your assertion (that it's a major, recurring theme).
Holden spends a good deal of time discussing his feelings about his brother, Allie, who died when he was still very young. There is no doubt that Holden feels the effects of this loss even to the point of his writing his account.
Also, depending on the type of teacher you have, he/she may allow you to be a bit more creative in your writing. For example...
Experiencing loss and the death of a loved one are some of the most difficult occaisions in anyone's life, and in The Catcher in the Rye, Holden is no exception to the pains associated with such events.
Best of luck with it, and if you need more help, just ask! Why not start a thread on the discussion board? Also, check out the great enotes resources on writing.
Why not start with one of Holden's quotes, then build up your theme from that? Here you would not be reinventing the wheel, but it is definitely a spin-off way to get your reader's attention and provoke thought at the same time. For that matter, if this is a creative writing assignment, you could write the whole thing in first person (from Holden's point of view, of course.)
Throughout the novel, Holden is really fixated on death. Holden cannot come to terms with the death of his brother, thinks about suicide, but is too afraid to go through with it and is fascinated by the suicide of James Castle.
Holden's preoccupation with death and the meaninglessness of life prevents him from participating in present moment living. He is depressed and caught in a cycle of grief that he can't break out of, which dominates his thinking and leads to poor decision making.
Inevitably, Holden walks around in his world as if he is dead. He doesn't care about anything, except his sister Phoebe and Jane Gallagher. He acts as if he would rather be dead, it would be easier. Life is too hard to understand, he doesn't get it, everyone is a phony, no one really cares about him, except Phoebe.
Holden feels that he has experienced death through the loss of his brother, a little bit of him died with Allie, and James Castle was wearing his sweater when he jumped out the window, another instance where Holden died a little along with the victim.
Technically, when you think of it, Holden experiences the death of parts of himself throughout the book. The death of innocence or of his childhood being the hardest death to accept.