A thesis statement is a summary of the position that is going to be presented in a piece of writing or, in this case, in his speech. A thesis statement gives the audience an introduction to the ideas and information that will be coming during the course of the presentation.
Earlier during the summer of 1963 (the time of the March on Washington), the civil rights movement had witnessed major events in Birmingham, AL which seemed to some to offer hope for more recognition of rights for black Americans but didn't go far enough to satisfy others. Efforts to work with Pres. Kennedy's administration to promote legislation advancing the cause of civil rights was moving slowly, to the great disgust of militant parties. The March on Washington on Aug. 28 occurred against this backdrop of attitudes and events.
Dr. King's thesis, "I have a dream," introduced each major point of his speech. As he retold the history of slavery and the Emancipation Proclamation, as he recounted the sufferings of blacks who had been injured and/or jailed during demonstrations and efforts appealing for equal rights, as he described the conditions and relationships between races that he hoped to see in the future - at each point, "I have a dream" emphasized that he honored the past but was spending the present dreaming of better days to come. His thesis was, simply, that he was dreaming of a world in which racial relations would be marked with equality for all, in every sense and in every place.