Jackson's "The Lottery" rose to prominence in the 1960s, when, in fact, there was a lottery to determine the order in which young men were drafted. If you were a male born in a certain year and your birthday was the first number picked in the lottery, you were certain to be drafted; if, however, your birthday happened to be 300th date picked, it was unlikely you would be drafted that year.
So a thesis statement could argue that although the events in Jackson's story seem far-fetched, they are not, as we do similarly arbitrary things in our culture.
You could also argue that it is realistic to portray people like Tessie Hutchinson, who are all for unfair systems—or at least never question them—until the weight of the injustice falls on their own shoulders. Long prison terms or huge college or medical loans can seem acceptable until you yourself confront them. Both of these topics move outside of a close reading of the text itself and tie it to larger social themes. This is appropriate, as the story questions conformity, tradition and how societies function.
Your thesis statement would depend upon and shape your focus; the two work together. You could write a good essay on the how custom/tradition shapes social reality in "The Lottery." If so, a solid thesis statement would be "Traditions shape the social reality in 'The Lottery' even after the community forgets the roots of those traditions."
You could also write a good essay on how custom and tradition normalize (make acceptable) the hideous or unthinkable. In fact, that would be a fine thesis statement: "In Jackson's 'The Lottery,' custom and tradition normalize unspeakable acts." You'd then look at the cheerful mood of the town, etc.
I would start by identifying certain themes/topics in the story that would be fruitful to write about--the tradition of violence in societies, the function of customs, etc. There is a helpful list at Lottery Themes. Then, I would formulate a thesis that argues how Shirley Jackson communicates one of these themes within her story. What literary devices does she use? Are there any important symbols? What about characterization, or the use of shock? Your thesis would claim something about Jackson's authorial intention and how these intentions are carried out. Good luck!
Whatever your thesis is it needs to be something that can be argued. We can't really argue that mindless following of ritual can be harmful--that's a common sense issue. What could be argued is something like "The mindless following of ritual in Shirley Jackson's "The Lottery" is shocking, yes, but no more so than the mindless rituals observed by modern society," or "The use of a scapegoat in Shirley Jackson's "The Lottery" is appalling, but this is still a trend followed in our more modern society."
Another option would be: "In Shirley Jackson's 'The Lottery,' the tradition of the lottery and its customs are important to the older generation in the town, including Old Man Warner, Mr. Summers, and Mr. Graves."