A thesis statement is a first presentation of the position that you are going to advocate in your essay. You need to determine the position you want to argue - do you feel that some paranormal events are real or are they all fake? - and determine the information you are going to use to support your position. This information can then be summarized to develop your thesis statement.
I can't give you a thesis statement because I don't know what you want to accomplish with your essay. Do you have a specific type of so-called paranormal event you wish to present as being scientifically provable as being real? Do you plan to present reasons why paranormal sightings or events are brilliant hoaxes? Your opinion on the subject is critical to the writing of your thesis statement, particularly since you are writing a persuasive essay. Your job in the essay is to convince your reader that your opinion is the correct one based on the evidence and arguments you present. Your thesis statement needs to come from your feelings about the subject.