Romanticism as a movement appeared around 1800 and flourished until the mid-century as a response to the disillusionment with the Englightenment values of reason and order. With this in mind, you might like to consider why Romanticism emerged in the first place and explore the influence of the French Revolution of 1799 on artists and poets. Some of the most influential in the movement in France were Baron Antoine Jean Gros, Anne-Louis Girodet-Trioson, and Jean Auguste Dominique Ingres.
You might also like to plot the course of the Romantic movement in England by featuring the work of an artist like John Constable. How did Constable come to embody Romanticism? What was the response to his work, for example, when he exhibited at the Paris at the Salon of 1824? You could also focus on English poetry and ask how Romanticism influenced Wordsworth, Coleridge and Blake. Alternatively, you could focus on Shelley's atheism in poetry or the cult of celebrity which Byron invented. Another idea is to look at the contributions of these poets and artists, of the things which inspired them and how they are remembered historically.
Remember, your thesis statement should be precise and focused, with lots of scope for evidence to support your ideas. Hope this helps.