Before writing your thesis statement, you need to determine what will be the purpose of your essay. Ask yourself, "What will my essay set out to prove?" If your teacher has given specific instructions or a prompt, your thesis statement will essentially answer the question in the prompt. If not, then you need to determine an area on which you wish to concentrate. Most often, the easiest thing to do is to write about a theme of the story, and show what message the author wishes to send, and how he accomplishes his message.
In "Seize the Day," there are a few themes on which you could write. The most prominent is probably the idea of isolation. Consider that the story takes place in an urban setting just after WW2, when America's economy is on a major upswing. Certainly the main character experiences isolation and loneliness living in this modern world in which he struggles to find his place. On a bigger scale, consider the message about all humans and how progress (economic or otherwise) often comes at the cost of such isolation. In times of struggle (like the Great Depression) humans depend on one another. When things are financially and otherwise more comfortable, humans tend to race towards success alone.
Other themes which stem from the above idea include the pursuit of the "American Dream," the comparison of success and failure, and the overall notion of how an individual finds his place in a society, especially one which does not immediately appear to need him.
As you explore the themes of the short story and begin brainstorming ideas, eventually you should come up with a theme statement which essentially answers the question: what is the author trying to say about [selected theme subject] and how does he accomplish this? Answering this "what" of this question will give your essay one overall focus. Then, you establish your mode of organization and development by answering the "how."