Review your art program to determine if there was a specific area or artist you were interested in. Your thesis should be something that interests you more than anything else; it could be something that absorbed you during your first semester or something that you liked enough to research in your spare time.
Narrow a focus within your main area. If you were interested in Renaissance art, choose a specific painter or a couple of related painters. If you are interested in a current art technique, find an example of the technique or someone who applies that approach.
Based on your area of interest, choose a question that you can ask, as well as a specific relevant example. A thesis should preferably be composed of your own work and research; so, propose a question that is not something you can easily answer.
Do preliminary research to ensure that the topic you have chosen is one that you will be able to research and discourse. Then, fill out the necessary paperwork that is required to start the thesis-writing process.