Find out what question you're going to answer. This will be easy if your instructor has told you to explain the relationship between the American South's economic structure and the advent of the Civil War. It may be a bit more difficult to handle if you have to craft a thesis on your own. Here's a good procedure to follow to get the juices flowing.
Pick a set of facts -- names, places, dates and events -- that seem interesting to you, and see if you can provide some satisfactory explanation of what links them together. One of the most important questions to ask in history is: What caused what? If ideas about democracy alone didn't cause the French Revolution, what did? Bread prices? Louis XVI's personality? The American Revolution's inspiration? Of any historical question, you can ask: Were material causes or big ideas more decisive? Who allied with whom, and why? Were certain key figures or vast trends more decisive?
Create a specific thesis. A thesis should be a statement that someone might be able to disagree with. It should also be something that you can demonstrate convincingly. If you say, "After fighting in the American Revolution, Lafayette helped start one in France," no one will disagree with you. There's no reason to write the paper. If you say, "Lafayette's actions in the Champs de Mars Massacre illustrate the ultimate irreconcilability of the American Revolution's values with the situation in France," your reader will probably not have thought that the Champs de Mars Massacre was that significant, and will want to read on. But don't say, "Lafayette's actions at the Champs de Mars Massacre doomed the Revolution," because you can't prove that.
Organize your paper with an outline before you start writing. You can either do this by writing a conventional outline, or simply by making sure you have a coherent topic for each paragraph and several facts.
Lay out some kind of interesting connection in each topic sentence, and in each paragraph, demonstrate the nature of the connections, using facts, dates and, if necessary, references to other historians. Think of each paragraph as a mini-thesis: if your topic sentence is too broad or unremarkable, focus it so that you have something to prove in the sentences that follow.
Conclude with a summary of your main points, and mention any possible avenues for future research. If you notice any other difficult problems, that you hadn't before, as you do your research and develop your argument, this is the place to point these out. A good paper builds solidly on previous research and paves the way for research to come.