Get personal. This response is an opportunity for you to express the personal feelings toward your subject that may not have been appropriate for your academic essay. Think about issues like how you were emotionally affected by the topic, how you responded to the source material and how your feelings on the topic changed as you researched it further.
Analyze the depth of your thesis. Your thesis will naturally have a few limitations. Think about what areas of your subject you may have liked to explore if you had had more time, what kind of other research you would have done, and whether or not you were satisfied with the scope of your project.
Discuss other sources. You may have read through some sources that you could not include in the thesis because of page limits or because they did not end up being helpful to support your topic. In this self-reflection, you can discuss your other readings as well as other connections you made, particularly connections to other materials and ideas read or discussed in class.
Reveal more about your process. Think about how you went about choosing and researching the topic, and how you began constructing your thesis. Identify any problems that came up during the process, and reflect on whether you would have tackled the assignment differently if you had to do it again.
Evaluate the final product. Rest assured that the self-reflection will not be used as a sneaky way to lower your grade, so if you are disappointed in certain aspects of your thesis, you can be honest. Perhaps you could not find the right sources or you hit a major roadblock. Perhaps your argument was derailed somewhere along the line, and you feel you could have taken it in a different direction. Far from reflecting badly on you, an honest assessment of your thesis's weaknesses will show how much thought you have put into your subject.