I'd echo the ideas of kplhardison and suggest that you take a look at how the laws of the time served to inform Huck's view of moral behavior. Due to the prevalent views of the time, codified by law, Huck believes that helping Jim escape is wrong (because it is illegal). Aiding Jim's freedom is tantamount to stealing from Miss Watson, in Huck's mind. This is true, in part, due to the laws that stipulate Jim's legal status. 

Since you are relating this line of inquiry to the novel, an excellent direction to take is the effect of fugitive slave laws on the relationship between Huck and Jim. You might explore how Huck would react if Jim were to be captured. You might also explore how Huck would feel emotionally if were to be captured. along with Huck's feelings, you might explore what Huck's moral perception would be were Jim to be captured. Your thesis could then present the findings of this analytical exploration and ask what the details of the relationship between Huck and Jim suggest about Twain's thematic message in the narrative: with what you know about Huck and his relationship to Jim, what do you also know about Mark Twain's message and thus his intent?

A thesis should focus on one specific point that you can make.  I would focus on the conflict between conscience and law.

This is an excellent assignment!  I may need to steal it.  An interesting perspective from Huck Finn is to look at the legal consequences of helping an escaped slave (like abolitionists being hanged) as well as the moral ones.  Huck decides that even if helping Jim is illegal and immoral, he will do it.

“All right, then, I'll go to hell”—and tore it up.

It was awful thoughts and awful words, but they was said. And I let them stay said; and never thought no more about reforming. (ch 31)

I have always been fascinated with this quote.  To me, this is one of the most amazing points in the book.  Here Huck, a young boy, makes the decision once and for all to follow his newly formed conscience and not society.  This is very powerful, and really says something about America and Americans.

One thesis could focus on how the norms, laws, and customs of the time affected Huck's own personal moral code. Several times throughout the book he thinks about turning Jim in, but he always backs off, usually thinking to himself that those actions would simply not be morally correct in his own view. Despite the laws and social norms regarding slaves, Huck instinctively feels that slaves are as human as anyone else, and so deserve the same basic human rights. This feeling clashes with the usual attitudes, and so Huck becomes an individual thinker rather than a "sivilized" member of collective society.

This thesis could read: "Huckleberry Finn is not willing to compromise his own ideals regarding human rights and freedoms, despite the overwhelming nature of societal norms pressuring him otherwise."

Your English teacher has given you some really interesting material for consideration, especially in the form of exploring the relevance of the Second Fugitive Slave Act to The Adventures of Huckleberry Finn.  The Second Fugitive Slave Act was written in conjunction of The Great Compromise of 1850; basically, the idea behind the law was to appease slaveholders in the South who were concerned with the difficulty of reclaiming their runaway slaves in the North.  In Mark Twain's novel, Huck and Jim continually have to hide Jim's identity throughout their adventures, because as a runaway slave, he is at risk of being 'collected' by any deputy, federal marshal, or bounty-hunter looking to make some money in bounty fees.  An excellent direction for you to explore with your thesis about Huck Finn and the Second Fugitive Slave Act would be to analyze the ways in which the plot, driven by Huck and Jim's decisions, is affected by the underlying presence of the Slave Act. 

Example thesis:  In The Adventures of Huckleberry Finn, Mark Twain utilizes the Second Fugitive Slave Act as an underlying force which drives the plot, the character's motivations, and ultimately the resolution of the novel. 

I would suggest examining the idea that people, in accordance with the new act, were now required to examine how they felt about the law in the first place (some helped fugitive slaves, and others turned them in). Many people were required, given the new act, to analyze their own beliefs in regards to the law. Therefore, as the novel points out, some people, like Huck, did not see the necessity in turning in fugitive slaves.

A possible thesis for an essay examining this idea would be as follows.

The Fugitive Slave Act of 1850 forced citizens of the America to examine their personal beliefs regarding supporting the turning in of fugitive slaves. The novel Huck Finn explores this idea through the the helping of a fugitive salve.