This thesis is very broad, so the first thing you will need to do is to narrow it. The easiest way to do this is to make a list of some specific actions that can have unexpected consequences.
An interesting way to tackle this thesis might be to take a positive approach. For example, say you found a wallet containing hundreds of dollars. You may want to keep the wallet, but you do the right thing and return it to the owner. The owner just so happens to be on the Board of Directors of the college to which you have applied that is difficult to get in to and requires an interview with the Board. Because of your integrity, (plus your transcripts, etc.), you are admitted. The lesson: Good deeds may be rewarded unexpectedly. There exist many positive outcomes for good deeds and unexpected consequences.
The typical essay may explore negative unexpected consequences, such as drinking/driving, lying/punishment, cheating on exams/expulsion. If you want to take a negative approach, again, think of an atypical example. Perhaps you rescue a wild raccoon and get bitten. The negative consequence could be a series of tests and vaccinations. Or you are dared to jump off a bridge into the water and the unexpected outcome is a fractured shoulder. The lesson: Beware of dares. Again, many possibilities exist, but I would suggest choosing a topic that is original and teaches a lesson at the end, either good or bad.
The main issue you will need to address in developing a thesis is narrowing your topic and thinking of evidence to support your point. As it stands, the theme is rather generic and obvious. Given that we lack perfect foreknowledge, and thus do not know the consequences of our actions, our actions are always likely to have consequences we cannot anticipate.
One possible way to approach the topic would be as a set of cautionary tales concerning minor infractions. There have been a series of recent advertisements showing the unexpected consequences of texting and driving. While the driver's intention may just be to send a text, the consequences can be many dead or injured people. Thus you might think about focusing your thesis around the unexpected consequences of "just this once" or "I can handle it," arguing that people should not be surprised when statistical trends apply to them.
A more philosophical approach would be an attack on consequentialism. In other words, you could argue that consequentialism, as a moral or political belief, depends on our ability to predict outcomes, but if acts have unexpected consequences, that we can not base our moral judgments, or even life choices, on outcomes, but need instead to take a deontological position that we must do our duty and follow certain moral laws regardless of potential outcomes.