Figure out what you would like to write about. This is the key to having a good paper in general. Once you have some sort of topic, think about what you would like to cover more specifically. Consider writing about something that is of interest to you. This will allow you to be more motivated to put time and effort into writing your thesis paper.
Choose a stand within the topic that you have chosen to write about. For example, if you are writing a paper about abortions you will need to decide on if you agree or disagree with them. Once you have formed an opinion, you can really start beginning to develop your thesis.
Do some research on the topic; this will help you begin to do research for your thesis paper. In doing research, you will have a better understanding and the confidence to stick by your chosen thesis. Researching is also a good way to discover if you truly are in favor of what you are arguing. If you choose your mind or would like to argue from the other side, this is fine to do too.
Think about what your overall paper is going to be about. Once you have done this, come up with a sentence or two to explain. That will be your thesis. Traditionally, a thesis is the last sentence of an essay's introduction paragraph. If you continue to have trouble writing your thesis, you can start your thesis statement by simply saying: "In this paper, I will be discussing why I do not/do believe that..." This is an easy way to define your thesis.
Allow your paper to branch away from the topic stated in your thesis. Avoid treading and getting off topic from what you have originally planned to discuss in your paper.