First, it's important to recognized that not every essay has a thesis. While argumentative essays have theses, many types of reflective and descriptive essay lack them.
Next, you should distinguish between a thesis, which is a central point or argument, and a "thesis statement", which is one or two sentences that express the main point or argument in a clear and condensed form. While teachers often insist that undergraduates use thesis statements as a way of clarifying the argument and structure of a paper, not all professional writers use them.
In an argumentative essay, you can identify a thesis statement as a short sequence of words containing, in simple and clear form, the central argument or point to be supported of an essay.