Decide on what type of paper you will be writing. If you were given an assignment, determine the category: analytical paper (separates an idea into parts and examines it for the audience); explanatory paper (explains something to the audience using facts and statistics); or argumentative paper (makes a claim and defends and proves the claim with evidence). Thesis statements can be used in other types of writing, such as a personal narrative, but are most commonly used in the three mentioned above.
Create a question about your topic. Let's say that your assignment is to explain why you believe that cigarettes should be outlawed. To turn this into a question, you would ask something like, "Why do I believe that cigarettes should be outlawed?"
Brainstorm your question. Again, if the question is the one above about cigarettes, you will want to know as much as possible about cigarettes. For example, the effects of cigarettes on the body, on society, etc., are areas to learn about.
Compose an answer to your question. This is done by saying, "Cigarettes should be outlawed because...", and follow this with a summary of facts and statistics about cigarettes and their harmful effects. An alternative answer could be, "Because emphysema has killed over X number of smokers and because lung cancer is becoming more common, cigarettes should be outlawed." This answer to your question will be your thesis statement.