A helpful way of working out how to create a thesis statement is considering the themes of the text as a whole and then selecting one to base your thesis statement on. One of the interesting facts about this excellent story is the way that John and Lorraine develop and mature as a response to their friendship with Mr. Pignati and his death. In particular, John, at the end of the story, makes a very intereting statement regarding how he has grown up:
We had trespassed too--been where we didn't belong, and we were being punished for it. Mr. Pignati had paid with his life. But when he died, something in us had died as well.
Both John and Lorrain admit responsibility and have to face the consequences of their actions, and that "trespassing" as John puts it has ramifications that they need to accept. A good thesis statement to use therefore might focus on the way in which John and Lorraine develop and grow up, and how in some ways their experiences result in the death of their childhood. Consider the following thesis statement:
In The Pigman, John and Lorraine develop and mature into adults who are forced to accept responsibility for their actions thanks to their relationship with Mr. Pignati.
Such a thesis statement would allow you to explore the change in John and Lorraine and how events force them to accept responsibility for their actions. Hope this helps! Good luck!