If you interest is in stage design, try "How did the proscenium stage allow the wing-and drop set?"
If your interest is in the social aspect, try: "When theatre became indoors, how did the community experience of going to the theatre change?" (Orange wenches, servant saving seats for the upper class, etc.)
If you are interested in the literature, try: "How did the physical theatre configuration change the dramatic content of the plays?"
Part of the "fun" of finding a thesis statement is focusing on your special area of interest.