Since a response, or reaction, paper is written to help the reader better understand how he feels about a literary work, the focus is on the reader's own personal feelings. Thus it is advisable that the reader jot down his reactions and thoughts as he reads; then, he can review them and find common threads of personal ideas that can be organized into an essay.
The response essay is unlike others in that it is subjective and the writer uses the first person point of view. Thus, the thesis statement presents the readers opinion of the literary work or of a certain aspect of the work. For instance, the reader of Tennessee Williams's A Streetcar Named Desire could write a reaction essay about the employment of Expressionism by Williams. Or, it could have a reaction to the effectiveness of the use of symbolism and imagery, or the character Tom as narrator as well.
So, peruse the notes that you have taken, think about your strongest reactions after you finished reading, and formulate them into a single collective idea/opinion that you can use as the focus of your paper/essay. At the same time that you form a collective idea, find supporting details from the play that will support this idea. See the sites below for more help on writing.