Read through any parts of the paper you have written already and look at your research to try to determine what your main point is. You might have already written your main point somewhere in your paper, but try to identify that nugget of truth that you are trying to get across. It might be simple, such as "AIDS is a harrowing disease," or it might be complicated, such as "Kurt Vonnegut's idea of narration sparked a movement among an entire generation." Come up with a main statement that sums up what you are talking about in one sentence.
Go through your paper or your research and come up with the points that you have made, or are going to make, which help to prove your main idea. In the paper about AIDS, this might be a list of symptoms that reflect how harrowing the disease is. For the Vonnegut paper, you might cite several examples of generational ideas that you can link back to Vonnegut.
Write a statement that includes both the main idea, and the reasons you've come up with. For instance, your thesis statement might be "AIDS is a harrowing disease, as witnessed by the bouts of pneumonia, the weight loss and the ultimate death." or "Vonnegut's ideas spawned a generational movement toward antidisestablishmentarianism, as seen by the writings of Tom Wolfe as well as the demonstrations of the 1970s."
Read through your completed paper. Make sure that your thesis statement discusses everything that you've talked about in the paper. If you find any pieces of your paper that don't fit into the thesis statement, you will need to either take those pieces out, or rewrite your thesis statement to include them.