Before writing your thesis statement examine the topic on which you must write, and ask yourself what you can say that is not obvious--what fresh idea can you support? After all, this is what makes a great journalist; he/she finds a different "angle" on a story assigned to him/her. When you do arrive at a fresh idea, find out if you can prove/support this idea with textual passages and evidence.
This testing of your generalization about a work of literature is absolutely essential, for without it, your paper will be simply opinion. This has little value from the critical point of view that a teacher will take. So, line up supporting details and passages and revise your general statement to fit what you can support. Then compose the thesis statement which will have three opinions that you can support in the individual paragraphs that make up the body of the essay. Be sure that the three opinions are written in parallel structure as this structure allows the reader to better follow your reasoning. (i.e. if you use participial phrases, use 3 participial phrases, not 2 and 1 infinitive phrase.)
Try to use an observation/reflection or use a quote from the work you are writing about that pertains to the thesis (and the theme as well) for a motivator/opening for your introduction. Then, as the above post instructs, lead into the thesis statement which will end the introduction. (e.g. If you are writing a thesis to demonstrate that Cassius in "Julius Caesar" is a tragic character, you could begin with the famous words of Cassius as he tells Brutus that the fault is not in the stars, but in themselves that they are not great. For, Cassius, ironically and tragically, does not follow his own logic, acquiescing to Brutus, and later on even becomes superstitious enough to believe in the power of the stars despite what he has told Brutus. Thus, this quote is very relevant to the entire essay and can act as a motivator to interest the reader.)
See the "how-to-write" topics of enotes. Two of these are cited below for you. Good luck!
Like the title of an essay, the thesis statement usually does two things:
1. Name the subject that you are discussing in the essay, and
2. Identify the purpose of your discussion.
Your subject could be a particular work of literature (such as Langston Hughes' poem "The Negro Speaks of Rivers") or a controversial or interesting issue in our present culture (such as civility). The purpose section of your thesis should explain what you plan to do with your subject. Are you going to explore your subject from a historical perspective? Are you going to set up a comparison-and-contrast of some kind? Are you going to challenge the conventional approach to the subject? etc.
The thesis statement usually comes in the form of single sentence and appears at the end of the first paragraph (the introductory paragraph) of the essay that you are writing. In essence, the thesis statement is a clear signpost to the reader, telling the reader clearly where the essay is headed but not necessarily explaining everything that will be seen along the way.
I like the answer what jk180 wrote and would also like to add that it is often easier to write the thesis statement at the end, rather than the beginning. It may seem to be contradictory to what you may think, but you will have a clearer picture of what you have written about in your essay.