Your question doesn't mention this, but I am guessing that you are writing a compare and contrast essay on these two excellent stories and need a thesis statement for your assignment. One place to start might be by looking at the way that the narrator of each tale changes as a result of the other people in the story. There is a definite transfomation both in the narrator of "Cathedral" because of the visit of Robert, the blind man. Note how, after drawing the cathedral and imagining it with his eyes shut, he leaves his eyes closed and experiences a feeling of liberation and release:
My eyes were still closed. I was in my house. I knew that. But I didn't feel like I was inside anything.
Experiencing life from Robert's point of view and meeting him has changed him profoundly and his perspective on life.
Also in the narrator of "Sonny's Blues" when he sees his brother performing jazz. The narrator experiences the way that his brother is able to find relief, albeit temporary, through his music, and he moves from a position of judging his brother to one of understanding:
Freedom lurked around us and I understood, at last, that he could help us to be free if we would listen, that he would never be free until we did. Yet, there was no battle in his face now, I heard what he had gone through, and would continue to go through until he came to rest in earth.
The narrator thus experiences the same "freedom" that his brother experiences through jazz, and through his music he "hears" what his brother has endured and his struggles.
Therefore you might want to think of a thesis statement like:
Both narrators in "Cathedral" and "Sonny's Blues" undergo a transformation in their character through seeing life through the eyes of another character.
This thesis statement will leave you free to talk about their transformations. Good luck!