The Odyssey, probably composed between 620-600 BCE and only perhaps written by the poet called Homer, is most often read for the series of adventures of its hero, Odysseus, who has been absent from his kingdom of Ithaca for more than twenty years. During his voyage home, Odysseus and his men encounter monsters, beautiful women, helpful people, more monsters, gods who help them, and gods who succeed in drowning everyone except Odysseus. Even though the episodes during Odysseus' journey are most interesting to readers, the most important episode occurs at the end--as Aristotle put it,
Finally, battered by the elements, he comes home, reveals his identity to certain people, attacks the suitors and kills them, and comes through safe himself. That is the essence; the rest is episodes. (Aristotle, Poetics, 1455b)
As Stephen Mitchell has pointed out in his translation of the Odyssey, most folklorists refer to the poem as being in the genre of "'The Return of the Husband' or 'The Return of the Rightful King.'" You are looking for a thesis statement for the revenge theme precisely because everything that occurs in the Odyssey is a prelude to the most important part of the poem, Odysseus' revenge upon those who have tried to usurp his rightful position, an important theme in the warrior society of which Odysseus is a part.
A good thesis must state your point clearly and affirmatively--that is, the thesis must set forth your argument as a statement (as opposed to a question) and it should take into account other views of the poem, for example, the view that the Odyssey is just a series of equally important episodes. In addition, a good thesis statement will be provocative--that is, your point of view will create opposition among your readers, who view the poem differently.
With that in mind, you might construct a thesis along the following lines. Assuming you believe that the theme of revenge is an important part of the narrative--perhaps even the most important part--your thesis statement might state that, although the Odyssey is often viewed as a merely a series of episodes, the most important element of the poem is Odysseus' regaining of his kingdom through a complex and violent revenge plot. Certainly, from an internal (within the poem) view, Odysseus thinks of almost nothing but his return to Ithaca and regaining his kingdom, and this is might be an important component of your argument. Also, if you examine the last ten books of the Odyssey, you will discover that they are devoted to Odysseus' return to Ithaca and his revenge on the suitors. That is roughly 40% of the poem, indicating the importance of the revenge episode, and you might even begin your thesis statement by stating that fact.
A successful thesis statement, then, will state your argument clearly but also mention that there may be opposing views of the importance of the revenge theme and, most important, the thesis will be provocative. A good thesis statement should never result in a yawn from your reader--you want the reader to be mildly or wildly surprised at your point of view. And then you prove that your argument is based on a reasoned analysis of the poem.
Thank you! You've been very helpful.