A good thesis statement for any story is always a thesis that you feel strongly about and can find enough evidence to defend. It's possible that you don't care at all about the story. In that case, just come up with a thesis that is easily supported by the text.
You can go two ways with thesis statements.
One way is the "point and counterpoint" thesis. This is my personal favorite, because it gives a lot to write about. Plus it has the advantage of allowing you to discuss and discredit arguments against your thesis. This kind of thesis is easily started with the word "although." I can't write out a thesis word for word for you about this story, but I can give an example of this thesis style: "Although Chocolat presents the viewer with many Christian characters, the only character who truly acts like a professing Christian is the outspoken atheist." For "Miss Brill," this kind of thesis would work well with the themes of appearance and reality. Miss Brill believes that she appears to be completely with it, when in reality she is just as much of an oddity as the people she critiques.
The second way to go about forming a thesis statement is the "statement followed by reasons" thesis. This thesis style is much more straightforward. You say something bold, and then you tell your reader up to three reasons why that statement is correct. For example: "Chocolat represents strong anti-Christian biasing because it portrays Christians as hypocritical, ignorant, and stuck up." For "Miss Brill" and this kind of thesis, I would focus on the theme of loneliness and why Miss Brill is a very lonely character.
As a variation of that thesis statement, you might consider how Miss Brill compensates for her loneliness. The thesis would then be phrased something like: The central theme of “Miss Brill” is the pain of loneliness, and inadvertent attempts lonely people make to experience life through the experiences of total strangers. Some of your evidence that Miss Brill is starving for warmth and companionship would include that she tenderly caresses her fur as if it were a beloved pet when she rubs “the life into the dim little eyes” of the old fox boa. Another sign of Miss Brill’s need for companionship is evident in her perception of the music which the band is playing at the Jardins Publiques: “It was like some one playing with only the family to listen.” Good luck. This is a wonderful short story to write about!