I like to look at innocence and guilt in Of Mice and Men. Though questions of innocence and guilt may appear at first to be simple and straight-forward in this book, they are not.
On closer inspection we see that Lennie is far from innocent, even if he is unintelligent, and even George, despite his virtue and friendship, ends up in a very muddled moral position.
Candy and Carlson make another pair of "morally grey" characters regarding the shooting of Candy's dog. And even Curley's wife can be analyzed as to her own complicity in her death.
The suggestion by post#2 is perfect for Steinbeck's novel; as a socialist, Steinbeck was so concerned about underdogs. Within the setting of this novel, the "bindle stiffs" were thousands of white men who were displaced after the Dust Bowl and other economic losses of the Great Depression. Because they were itinerant they were unable to organize as others did in California so that they were not be oppressed and be paid fair wages. In other novellas and novels, Steinbeck champions other races, but they, like the "bindle stiffs," are poor and, therefore, oppressed by upper classes.
Another thesis could involve the importance of dreams. The American Dream has been a great motivator for many. Lennie and George's dream keeps them going while at the same time, it keeps them as friends.
One area that you might examine is the idea that we cannot escape who we are. Look at the characters of George and Lenny. For the most part, they were poor drifters. They had high aspirations, but they continued to wander through the years never getting closer to their goal, and never rising in stature. Lenny could not escape his past as it was so integral to his present. Candy, too, could not escape her insecurities that kept her searching for validation though men. Despite the fact that she was married to a successful rancher. They could not escape who they were.
One thing to think about might be the ways in which society oppresses various kinds of people. You might think about why it is that so many people in this book are so miserable. You could then write a thesis on that topic. You might say something like "In Of Mice and Men, we learn that only those with money and power remain unoppressed by society. All others are to some extent oppressed by those who do have the power and the money."
This will need some thought on your part and also some analysis of what it is you want to discuss. Steinbeck's work gives you much from which to choose. You could construct a thesis statement about the differences between dreams and reality. A really direct thesis statement could be developed on how the relationship between what is and what should be helps to guide the development of the characters. Along these lines, another thesis statement could be on how all the main characters experience some type of failure in their dreams and their collective link is failure or deferment in this realm. It might be interesting to examine how these individuals who society deem as "losers" seek to have their voices validated despite their own failures. Another thesis statement that could be developed might center on the role of individual and the community. Does the work seem to advocate individuals forging relationships and acting as a cohesive force? Does the work suggest that such bonds are impossible and individuals are doomed to be alone? This might be a very interesting thesis statement that comes out of Steinbeck's work.