A good thesis statement for "Ralph the Duck" could be related to what it means to be a man in modern-day America.

The narrator would dearly love to know the answer to that question. As an aging student and army veteran, he seems not to know who or what he really is. If one is going to write a thesis about this topic, then it might be a good idea to look at all the narrator's conflicting identities and how they prevent him from living up to society's expectations of what a man should be.

It might then be possible to examine the question of how the narrator nonetheless tries to create his own version of manhood by going outside of himself, the self that has been forged to a large extent by an uncomprehending society. In this regard, one might explore how the narrator grows up by providing love and care to a young woman he finds wandering out in the snow one night in her nightgown.

At every stage in the discussion, it's important to compare society's ideal of manhood with how the narrator behaves. In doing so, one could then make a judgment as to which is better. But as always, it's important to back up one's answers with good reasons.