One of the biggest issues I have with thesis statements written by students is that many of them are vague and/or unclear. Your thesis statement should be specific and concise. Your thesis statement should not contain lengthy explanations, it should just clearly state the main position on the issue.
Typical vague thesis: There were many reason why Native Americans were conquered by Europeans.
Better, more specific thesis: Native tribes in the Americas from the Aztecs to the Seminole, Cherokee and Sioux were conquered by settlers from Spain and England because small pox greatly weakened their numbers, Natives did not possess modern weaponry, and they failed to work together to defend against European encroachment.
I can explain all of these main points as the main paragraphs of my essay, but now I have answered the question directly, and given my readers a specific idea of what I am going to argue, and in only one sentence.