A good thesis statement should provide a 'road map,' or an over view, of the entire essay, containing:
1) an assertion or opinion about the topic. In your case, Mason uses detail in her short story "Shiloh" to portray Norma Jean's husband, Leroy Moffitt, with compassion.
2) Multiple sub-points that support your assertion. These sub-points will eventually become your main body paragraphs of the essay.
If the author constructs a compassionate characterization for Leroy Moffitt through the use of detail, then how exactly does she accomplish this? Find three main supporting ideas to back up this opinion. Your sub-points could be various moments in the plot--exposition, rising action, or climax. You could also choose your sub-points in terms of various Leroy moments in the story: his injury, his dream of building a log cabin, or his fragile emotional connection to Norma Jean.