Make sure you understand the assignment. If your professor handed out a writing prompt, it probably contains several key words that will tell you what she is looking for. "Analyze" means to break a subject down into several small parts. "Argue" means to state a claim and defend it with evidence. "Describe" means to show something in great detail. If you are unsure about what you're supposed to do, ask for clarification.
Do the research. You cannot create a thesis statement until you have read several primary and secondary sources of information. Your college library will give you access to several databases, such as JSTOR, MasterFile Premier, and Academic OneFile, where you can search scholarly articles and books using key words. Take careful notes of your sources to ensure proper citation.
Ask some probing questions. Did you notice any patterns in the information? How did the various historians deal with the same topic? Was there anything that surprised you? What conclusions can be reasonably drawn from the evidence? Using inductive reasoning, arrive at a conclusion based on everything you have read about your subject. Keep an open mind and let the evidence speak to you.
Write your statement. Be careful to include both your main subject and what your paper will say about it. For instance, for the thesis statement to her article, "If We Get the Girls, We Get the Race: Missionary Education of Native American Girls," Carol Devens, of Central Michigan University, writes, "The history of mission schools is a troubling one in which stories of benevolent, self-sacrificing missionaries contend with accounts of relentlessly rigid discipline, ethnocentrism, and desperately unhappy children." (See References.) This statement mentions the topic--mission schools--and then includes three distinct points: discipline, ethnocentrism, and unhappiness. The rest of the essay then proceeds in that order.
Once the rest of the essay is finished, have someone read it to make sure it does exactly what the thesis statement says it will do. You will probably have to do some revision: move sections around to make the format clearer, add information to any sections that seem skimpy, and cut out anything that doesn't pertain to your thesis. Check that the thesis statement is revisited in the conclusion, but not repeated word for word. Only after this structural work has been done should you go back and correct grammar, spelling, and punctuation.