A thesis statement presents the argument you are going to make in your paper. It makes a claim that might be disputed by others and that you will demonstrate through well-reasoned evidence and examples. Often, a thesis also presents a kind of "road map" for your paper, providing an overview of the primary points you are going to make.
Actually, you are very close to a thesis statement about The Great Gatsby with what you have here. Your claim is that the materialism of both Myrtle Wilson and Daisy Buchanan ultimately leads to moral decay, and this is an argument that you can support with evidence and examples. In fact, you have already identified your primary points: the loveless marriages, clinging to money, and lack of satisfaction. These are actually the major elements of your thesis right here. Good job!
You might want to consider one more thing, however. While Myrtle and Daisy share many traits and viewpoints, they are not carbon copies of each other. Their choices are different and lead to different outcomes. You will want to at least mention this in your paper and probably go into some detail about it. If you choose to include a detailed discussion, you may want to modify your thesis just a bit to include mention of the differences. You might say something like "The materialism of Myrtle Wilson and Daisy Buchanan, despite their differences in personality and circumstances, ultimately leads to moral decay, as they remain in loveless marriages, cling to money despite negative consequences, and experience great dissatisfaction in life."