You are close to a thesis statement, in that the area of inquiry is indicated: the relationship between advertising and acceptable gender behavior. But a thesis is a body of evidence supporting a point of view or a side of an argument. What your thesis statement lacks is a claim—a statement or point of view to be defended with research, close reading or (in your case) close analysis of the details of advertising rhetoric, both visual and sociological. Find a specific instance where you feel an advertising campaign tries to sway gender behavior—high-heel shoes affecting the feminine walking protocols, or masculine bar behavior (such as picking up girls) affected by an alcohol product, etc. These are just specific examples of how you must concentrate your inquiry by dealing with one or a few examples, so that your thesis can read something like this: “As young people begin to learn the social behavior expected and accepted as normal for their gender, the clues, signals, models, etc. are often offered by advertisers' rhetorical "pitches", as much as or more than peer behavior, parental guidance, etc., as demonstrated in the following examples.” This thesis statement can then be supported by the textual details of your research, in the body of your composition.