As a short story, "The Snows of Kilimanjaro" does not have a thesis; it has a theme, which is its central message. If you were going to write a paper about the story, your paper would need a thesis, that is, a main idea. In a persuasive paper, your thesis would be the point you hope to prove to your reader.
To find the theme of a short story (remembering that there can be more than one), first be sure you understand the plot with its rising action, climax, and resolution. As yourself what the subject of the story is. This is not your theme, because a theme has to be a statement, not a single word; however, identifying the subject is one step on the way to identifying the theme. Now think about what truth the story relates about the subject that it deals with. You can often arrive at this truth by asking how the main character changed in the story or whether he or she learned a lesson. Now you are ready to clarify the theme by formulating a sentence that speaks about people or life in general, not about the story's characters, and delivers a universal truth.
In "The Snows of Kilimanjaro," Harry, a writer, is dying from gangrene while he and his wife are stuck in a remote region of Africa waiting for a plane to rescue them. Harry and Helen argue, and Harry tells his wife he doesn't love her, although Helen loves Harry very much. Flashbacks reveal events from Harry's previous life; although he has had some adventures, he feels he has never fully capitalized on his talent and written the works he was capable of. Vultures and a hyena keep circling the camp, constantly reminding the couple of Harry's impending death. In a surprise double ending, Harry dreams he is rescued in the morning and is flown out of camp, only to head toward Mt. Kilimanjaro, known to the natives as the House of God. In reality, he dies in the middle of the night; Helen wakes up and realizes he has passed.
Harry does not change or seem to learn anything during the story, except that the reality of his wasted years weighs heavily upon him. Rather than using his last hours to bond with his wife, however, he hurts her with his cruel words and cynical talk. One might expect a person who is staring death in the face to want to use his last moments to make amends and make sure he is remembered fondly by his loved ones. This is not the way Harry responds to the knowledge that death is near. The vultures and the hyena reinforce the idea that death for such a person is sinister and ugly; the vision of Mt. Kilimanjaro that Harry sees at the end is his wish that things could have been different. Therefore, one theme of the story is that angry, dissatisfied people cannot face death serenely but may try to deal with their own pain and regret by lashing out at others, particularly those who love them.