This is a broad request, because you can say many things about Sophocles' play, Oedipus Rex. Since you need a thesis statement, let me suggest a few of them.
First, one thesis statement could be: Even though Oedipus was fated to kill his father and marry his mother, he brought about his own downfall by his own hubris.
If this is your thesis, you have a lot of material with which to work. You can point to his arrogance and pride. For example, the oracle of Delphi had three key maxims: (1) nothing in excess (2) know thyself (3) make a pledge and destruction is near. Oedipus broke every one of these. From this point of view, he brought about his own downfall.
Here is another thesis. Physical blindness leads to sight.
This is a short thesis, but there is also a lot of material with which to work. You can bring up Tiresias, the blind seer. Even though he is blind, he sees. On the other hand, Oedipus can physically see, but he is blind to who he is and what he has done. Later in the play, he blinds himself. When he does this, he really sees.