I believe that this question is asking for help on what the three supporting body paragraphs should be in order to best support the stated thesis. In my opinion, the thesis statement is solidly crafted. Additionally, the direction that the thesis is headed has a lot of potential, and you can likely explore it in far more than only three paragraphs. This would actually be my recommendation.
Your first responsibility is to give your reader a basic overview of the Puritan faith. The thesis states that the story is a reflection of the Puritan faith, so you should spend some time letting your reader know about the basic beliefs of Puritans. While doing this, the paper should be linking specific parts of the story to specific parts of the Puritan faith.
Next, move into discussing how the story reflects humanity's basic conflict with good and evil. This is where I recommend discussing multiple characters from within the story. Each character should be treated as a separate paragraph. Goodman Brown is an obvious choice for character exploration as he is the one character that readers really see struggle with having to decide between good and evil. You could make a case that despite choosing to stay good, Brown's life was ruined. Faith and other religious leaders are also characters to possibly explore because they are characters that Brown assumes are incorruptible people, yet they are shown to be people that have given in to being evil.