One of the best ways to create a solid and coherent thesis statement is to start with a topic. An example from Zora Neale Hurston's "The Gilded Six-Bits" could be about misjudging others based on their outward appearance and behavior. First, we must look at some specifics from the story:

Early on, Joe raves about how Slemmons has "de finest clothes," is widely traveled, and has gold accessories. He also equates Slemmons's body size with that of "a rich white man." By all accounts, Slemmons appears to look the part of a wealthy man. Joe, on the other hand, wears clothing that his wife fixes with needles, has not traveled around, and doesn't have the gut of a "wealthy man."

Later in the story, Joe finds out that Slemmons's accessories aren't real gold, which leads one to believe that his stories were made up, too.
After sleeping with Slemmons, Missie May believes Joe does not love her anymore, based on her guilt over her infidelity, as well as Joe's change in behavior.

Finally, toward the end of the story when Joe travels to Orlando, he convinces a store clerk that he was never really fooled by Slemmons. After he leaves, the store clerk—judging by Joe's demeanor—assumes Joe's life is worry-free.

Now that we have a topic and some examples, it's time to tie them together. In all the examples, either Slemmons or Joe is misjudged based on how they look and act. Therefore, the following thesis can be formed:

"In her short story 'The Gilded Six-Bits,' Zora Neale Hurston explores the nature of misconception through her characters' continuous faulty judgments of those around them. Whether it's Joe's belief that Slemmons must be wealthy because of his stories and appearance, Missie May's belief that Joe does not love her, or the candy store clerk's assumption that Joe is worry-free, Hurston shows how truth can be obscured by what we see."

A great way to begin crafting a thesis statement is to make brief notations while reading the story, particularly regarding details you find most interesting, and then choose a topic you'd like to expound upon based on your notes. Are there questions or issues which the story brings up that you'd like to explore? Are there topics mentioned that you'd like to know more about? Does the story remind you of themes or plots from other literary works that you've read and can connect? Here are three possible thesis statements for an essay on this short story:

Hurston uses the pursuit of gold in "The Gilded Six-Bits" to show that an infatuation with wealth can be destructive and unsatisfying, while a simple, contented lifestyle can be both respectable and idyllic.

In this ode to the richness of black culture, Hurston contrasts Missie May and Joe's idyllic life alone together with the damaging worldliness introduced by Slemmons, a big city nomad who values wealth and whiteness.

Hurston utilizes this story to highlight varying manifestations of love, from the affectionate, lighthearted beginning of a new marriage to its damaged state following infidelity, ultimately showing that love can endure through great obstacles when commitment and determination are present.

An excellent way to develop a thesis statement is to explore the character development in this fine story and build your essay around these characters.  While Zora Neale Hurston is noted for her strong female characters, in this story she imbues the character Joe with goodness and integrity.  A strong thesis statement for an essay exploring both these characters might go something like this: 

Although innocence and joy underlie the love of Missie May and Joe, the threat to their life together wrought by the fiendish Slemmons ultimately leads to growth in both characters as understanding, forgiveness, and new life bring their love to fruition. 

Similarly, you might develop a thesis that announces your choice to use symbolism in your essay.  Such a thesis might go like this:

Missie May and Joe are living a blissful married life in their Eden-like world when Slemmons, representing the serpent's intrusion in paradise, tempts Missie May, ultimately bringing about the need for forgiveness and redemption. 

You can get a lot of good ideas for thesis statements by visiting the "Themes" link to Hurston's story (below).

One suggestion I can offer you, however (and one that is discussed on the "Themes" page), is to consider the differences between appearance and reality. You might want to go with something as straightforward as "The old adage 'all that glitters is not gold' is certainly true in Zora Neale Hurston's story of two characters, Missy May and Joe, blinded by what seems to be. It will be take some time before reality takes precedence over appearance and true gold is realized to be something more intangible than tangible."