The parents in the story "The Rocking Horse Winner" are living a life above their means. They are always discussing the need for money until the boy hears the house state they need more money coming through the walls of his house. The boy sees not having enough money as a failure based on his mother's words. To determine a good thesis statement one would need to find a literary idea that can be broken down through use of the wording in the story. There are several types of thesis statements. The ones that I have added would be of the argumentative nature.
Some ideas might be:
The boy's parents caused his ultimate death by their living beyond their means spending habits.
The boy in "The Rocking Horse Winner" is a victim of a capitalist society.
The Uncle in the story "The Rocking Horse Winner" is symbolic of capitalism and the drive to continue to obtain a greater income.
I hope these help. I added a website that address forming a thesis statement.