The Red and the Blackis basically a coming-of-age novel focused upon the growth and maturity of the main character, Julien Sorel. Perhaps the easiest thesis statement to create, then, would be to identify in what ways or in what qualities does Julien change. So, your thesis statement might begin as follows: In The Red and the Black, Julien Sorel grows and matures into a ________, _________, and __________ person. I would then add to the end of this statement some description of what events, ideas, or characters help him to change in this way.
Your thesis statement should contain some element of opinion. This is your argument for what you believe happens in the story. The quotations you select from the book and your explanation of those quotations then serves as support for the opinion that is expressed in your thesis statement.