To find a thesis statement, one must define the role(s) of women in this period. Austen actually shows a fairly broad range of roles of women in the 19th century (though published in the 19th century, Pride and Prejudice was actually written in the late 18th century) in Pride and Prejudice. The range spans from Lady de Bourgh to Mrs. Younge and from Lydia to Miss Darcy and Miss de Bourgh.
The most active role is represented by Lady de Bourgh. She is not only nobility who hostesses dinner parties and intimidates guests, she also has the full running of the estate (most probably with the aid of a steward though none is specifically mentioned) and the village of peasant who work on the estate. Along with managing the estate's agricultural productivity, she also ensures that the ill are tended to, the quarrelsome are admonished, the aged are cared for, and all other social dynamics are provided for so that the village is peaceful as well as productive. This may seem insignificant since we of modern times have little concept of what running an estate in the 19th century encompassed, but in reality it was something akin to administering a small modern hospital full of able bodied workers, the infirm and aged, those needing to be fed and those needing attention.
Mrs. Younge, a widow, represents an educated, genteel working class woman who has sufficient background, breeding, and cultivation to be an acceptable teacher and (ironically) moral guide for a girl of Miss Darcy's breeding, social position, family connections, and expectations. A common myth is that the role of women at this period was to remain "uneducated." True, women did not have access to university education or to the range of subjects for study, but upper class women of Austen's day were certainly not uneducated. This is one of the topics of censure that Lady de Bourgh levels against the Bennet's: no governess and no tutors were provided the girls for their education:
No governess! How was that possible? Your mother must have been quite a slave to your education.
Lady de Bourgh and Mrs. Younge represent one role of women in this period: active participation in economic activities (earning money) and in the directing and molding of individuals in society, one in an administrative capacity and one in education.
The most discussed role is represented by Charlotte Lucas. Women were expected to marry. Women might work as governesses, dressmakers, domestic servants, or farm laborers for a time but were expected to marry. Charlotte so well depicts this imperative that she marries Mr. Collins, whom few readers really like, in order to have some independence from her parents, a home, and some degree of choice.
I ask only a comfortable home; and considering Mr. Collins's character, connexions, and situation in life, I am convinced [of] my chance of happiness ....
The most emphasized role for women is that of purity and chastity. Books, such as Forsyth's sermons, abounded on the purity of womanhood and its relevance for children. This is represented by Lydia who demonstrates this role by providing the opposite principle. Where purity and chastity hold a family together and lead to opportunities, Lydia's choice divides and levels its hoped for opportunities--unless aided by an Uncle Phillips and a Mr. Darcy. Your thesis might be: Though purity was required, the role of women could be broader in scope in the 1800s than that of governesses, servants, and wives.
Your thesis statement will be whatever argument you want to make about the what you think Jane Austen is trying to convey in the novel. In order to come up with a good argument about the role of women, you should consider what is portrayed about the role of women by examining the motives and outcomes of SEVERAL of the women in the novel. Austen creates a novel that has at least 10 interesting women who are all different to varying degrees, which is part of the strength of the novel. Here are a few things you could consider for each character.
1. What is her position in society? How does that affect her social opportunities?
2. What is her attitude about what is important in marriage?
3. What is her personality and how does that affect her interactions with men?
4. If she is already married, what does her marriage suggest about the subject of marriage?
Once you have done some brainstorming, then ask yourself, "What is Austen trying to show by having these characters act/think the way they do?" It would then be interesting to compare Elizabeth to Charlotte since they have such different attitudes about what is important in marriage. It would be interesting to look at the similarities between Mrs. Bennet and Lady Catherine as mothers who want a good marriage for their daughter(s). You could look at Jane's way with men to Lydia's. You could look at Caroline's attitude and behavior versus Jane or Elizabeth's. The possibilities are wide ranging. All of the action of this novel ultimately leads to a discussion of the "role of women" in society. This novel is largely about the importance of marriage and society's expectations in this regard.