With the brother of Sonny as narrator, Baldwin affords the reader not only insight into the character of the narrator, but also insight into the character of Sonny as together they unite in their suffering from having lived in the "killing streets" of Harlem. Thus, the pain of the narrator in his recall of their past, as well as his pain at having lost his daughter Gracie, unites to the artistic suffering of Sonny who has been misunderstood by the narrator. For, it is their passage from the past to the present together that Sonny and the narrator/brother come together in understanding in the nightclub where the narrator realizes,
Freedom lurked around us and I understood, at last, that he cold help us to be free if we would listen, that he would never be free until we did.
Thus, Baldwin's use of the brother as narrator denotes the theme of brotherhood in suffering, tying together the "blues" of all experiences: heroin, death, religion, and music.
For, while the tale of how we suffer, and how we are delighte, and how we may triumph is never new, it always must be heard. There isn't any other tale to tell, it's the only light we've got in all this darkness.
The narrator, who is brother to Sonny, becomes the listener to "Sonny's blues," and, in so doing, he connects with Sonny, thus affoding Sonny freedom from his suffering, as well.
When we think of point of view in literature, there are three main types that are used. Clearly, in this excellent short story, the point of view Baldwin chose to use is first person, which is when the story is told by a character in the story itself, who is part of the action of the story and narrates everything from his or her perspective, as indicated by the use of "I." To consider what thesis statement you can use, you need to consider the aspects of this point of view.
First person point of view really establishes a sense of rapport between the reader and the narrator. We see everything through their eyes, and understand their motives, thoughts, feelings and actions. Therefore, this story, which focuses so much on how the narrator changes in his feelings towards his younger brother, the point of view really helps emphasise this aspect. You might consider a thesis statement that illustrates this point, such as:
The first person point of view in "Sonny's Blues" helps emphasise the change in the character of the narrator towards his younger brother.
This would allow you to identify how the narrator starts off not understanding Sonny and judging him and then how he changes, until the end of the story, where his act of buying drinks for his brother and the band symbolises his understanding and empathy of the Sonny's difficulties and situation.