Decide what you're arguing, as that will make up your thesis. A thesis needs to be specific and answer the "Why" question. For example, "Sports are important to American culture" is vague, whereas, "The value placed on teamwork and physical fitness are why sports are an important asset for American culture" is better.
Write your thesis at the end of your introduction. It needs to clearly state what you're arguing, as well as setting up the premise of the rest of your paper for the reader.
Look over the rest of your introduction. The other lines must feed into your thesis and set it up. In the sports example in Step 1, the lines before that thesis should be about America's fascination with sports, as well as other views, such as negative views of sports, but done in a quick manner -- you'll expand on these topics later in your paper. Thus, in an introduction for this topic, it could mention how much money Americans spend on sports every year or how many people watch football every week. Next, it could mention how some people just view sports as barbaric or lacking in values. Then, you write your thesis, which states where you side on the issue and why.
Write the rest of your paper. During the writing process you'll discover new ideas that might change your thesis.
Look over your thesis after you've finished writing your paper. Edit your thesis to reflect new ideas you uncovered. As well, read over your thesis and make sure your paper addressed all the claims you made.