Your thesis statement is the cornerstone of your paper.
For the humanities, your thesis statement should present the main argument of your paper. For the sciences, your thesis statement should present the hypothesis of your study. For a literature review, your thesis statement should present the main themes you found in your research or how the topic you are covering has evolved over time.
Depending on the length of your paper your thesis statement could be a single sentence or a short paragraph. Because your thesis statement sets up the structure of the rest of your paper, you can include a preview or roadmap of the main subarguments you will be using.
Check back with your thesis statement as your write your paper. You may need to tweak your thesis statement, or it might remind you to keep the rest of your paper on topic.