When creating a thesis, there are several points you need to keep in mind.
First, a thesis is debatable. So, if you are writing a paper on Julius Caesar you will need to know the work well enough to make an argument. Second, a great thesis will have robust supporting points as well. The better the supporting points, the better the thesis.
In light of these two points, let me give you a few examples from the work. You can argue that Caesar deserved to die, because he was a tyrant. If you go this route, you will need to prove this point through evidence from the text. Here is another example. You can argue that that Brutus was the greatest tragic hero of the work. Again to make this thesis cogent, you will have to have evidence.