We have a lot to work with here! I think the most helpful thing to do is to draw some comparisons between these characters. Even though they seem entirely different from each other, they are actually more similar than many might realize.
Iago is actually my favorite literary villain. His villainy does not come from being outwardly cruel or frightening. Rather, he is a master of manipulation. He knows Othello's weaknesses (his jealousy, for example) and says exactly the right thing to send Othello into a spiral. All it took for Othello to launch into his deadly rage against Desdemona is Iago's planting of the handkerchief. There is also some scholarly speculation that he was motivated by romantic love for Othello and that he was jealous of Desdemona.
Turning to Abigail, she's actually quite similar; just think about what she was able to do. She manipulates an entire town and sends nineteen innocent people to their deaths. She seems entirely motivated by jealousy for Elizabeth Proctor (remember what we said about Iago possibly being motivated by jealousy of Desdemona). She, like Iago, knows how to pull the perfect strings, creating absolute panic in the town at precisely the right moments. If she senses things starting to not go her way, she launches into a frenzy or starts accusing other townspeople, and it worked.
Wrapping up the villains section, you can see how similar Iago and Abigail really are. They are both masters of manipulation and appear to be motivated by jealousy. Go back and read further into the scenes where Iago and Abigail are at their most destructive; compare and contrast their actions, motivations, and results.
Now to poor Desdemona. Probably one of the most unfortunate Shakespearean heroines, next to Ophelia, Desdemona did literally nothing wrong. She simply fell victim to Othello's raging jealousy, spurred gradually by Iago throughout the play. Let's compare her to Elizabeth Proctor. The kind and obedient wife of John Proctor was also caught up in a torrid scenario; her husband's affair with Abigail. This time, it is Abigail's jealousy that leads to her demise, and like Desdemona, she did nothing wrong. In fact, she forgave John for his infidelity and reconciled with him before his hanging. Both of these women are tragically innocent victims of jealousy and spite.
To come up with a thesis, try to pull out significant scenes involving these characters in their respective works and analyze them. What is the same? What is different? Does anything stand out to you? You have a very solid foundation to write a good paper about these characters.