There are, as suggested by Shaketeach, a number of approaches to take.
There is hatred on a personal level, especially Tybalt's hatred for the Montagues and, specifically Romeo. A thesis statement exploring this hatred might be: "In the play Romeo and Juliet, it is Tybalt's hatred of Romeo that is the cause of all the death." To support this, you would need to track the events that occur from Act III, scene i (the scene in which the first deaths occur), and show how it is Tybalt's hatred that is to blame for the death of Mercutio, his own death, and the subsequent deaths of Romeo and Juliet.
On a more general level the hatred could be analyzed through the actions of the Prince. A thesis statement here could be: "By not punishing more severely the initial acts of hatred in the play Romeo and Juliet, The Prince creates the environment that permits hatred to flourish and lead to death." In this case, you would want to examine the Prince's decrees after each skirmish in the play, and especially analyze his concluding speech in which he states that "all are punished" at the end of the play.
Good luck with your essay!
In order to have a thesis statement, you must decide what you intend to prove about the play.
There are many different ideas in the play that can be explored.
For example, if you wish to explore the idea of the feud which separates the lovers, families and town itself, there is ample material to use. How does violence affect Verona?
Relationships is another broad idea that you would need to narrow down before examining it. There is the obvious relationship between Romeo and Juliet but there are many relationships in the play. The Nurse and Juliet, Romeo and Friar Laurence, the male relationships, IE Romeo, Benvolio and Mercutio. Shakespeare also shows us family relationships.
You might want to look into how the story is universal.
In other words, there are many ideas you can explore. You must decide what you would like to prove about the play. This is your thesis statement. Then find at least three examples from the play that prove your point.