A thesis statement should be a claim that is based on your opinion about something in the story. It should not be a fact or include quotations, but it must take a position with which someone else could potentially argue. If you are tasked with coming up with your own paper topic, you might begin by asking yourself what you feel are the most interesting aspects of the story. For example, it seems pretty crazy to think of a woman being stoned to death by her family and town simply because she was unlucky enough to draw the one piece of marked paper. You might be curious as to why the town would continue with this practice of the lottery. A thesis that attempts to explain why this practice is still in use based on the evidence in the story would be interesting. It seems as though these are a people who like to maintain tradition, regardless of whether or not it seems currently relevant. Do you think there might be something here?
Or, taking a different tack, you might wonder if it is mere coincidence that Tessie Hutchinson—the only woman who is late to the lottery, the only woman who jokes around with Mr. Summers—draws the marked paper. Perhaps it's not coincidence, but she's been singled out because of her outspokenness? Admittedly, such an argument would be more difficult to construct but very interesting to consider!