I assume you're referring to the book The Mambo Kings Play Songs of Love by Oscar Hijuelos rather than the movie or some other adaptation of it. The movie does capture the essence of the story; however, some elements just aren't the same, particularly in terms of scope. You also don't say if you'll be writing an informative or persuasive essay, and that makes a difference in the kinds of topics you should consider. So, assuming we're talking about the novel, here are a few ideas to consider:
- Compare and contrast Cesar and Nestor
- Compare and contrast Delores and Maria
- Examine the pitfalls of fame as demonstrated in the brothers' lives
- Explore the consequences, good and bad, of fame in their lives
- Examine the cause(s) of Cesar's descent into depravity
- Discuss the impact of other artists on Cesar's and Nestor's career and lives
- Decide how many of their troubles are because of their successes and how many are because of their failures
- Study Delores as a suitable match for each brother
- Examine the famously re-written song to Maria and how it reflects the changes in Nestor's life.
There are an unlimited number of other choices, as well. In general terms, remember a thesis must be provable or at least something you can defend. You'll want to be sure to choose something you feel strongly about or that you believe, and you'll need to add your own perspective to it, as well. Make a list of ideas from which to draw, then choose the one you feel is the strongest for you. Support that with evidence from the text, and you'll be ready to write.