Henry Miller's Tropic of Cancer is a vast sprawling book, part fiction, part autobiography, and part social critique. Part of developing a thesis about it involves choosing some one element of the book as a focus or thinking about a particular theoretical perspective from which you might wish to approach it.
If you wanted to look at the role of women in the work from a feminist perspective, you could use as a thesis a statement such "Women in Tropic of Cancer serve mainly as objects that fulfill the sexual and financial needs of the narrator. Even Tania exists mainly as audience, rather than as a speaker in her own right with her own voice."
Another possibility would be looking at Miller within historical and generic context. You could begin with a thesis such as "Miller's Tropic of Cancer follows Whitman's footsteps in creating a uniquely American narrative of self and body, attempting to find authenticity in both transformation and repudiation of European aesthetic traditions."