I think the words "thesis statement" strike fear into the hearts of many students! It's not that hard, really! Think of it as a "topic sentence"--does that sound less intimidating? :-))
Your thesis statement presents the subject of your essay or research paper; more than that, though, it presents an argument. Here is an example: "After years of scientific wrangling over the existence of global warming, experts are now in agreement that the problem presents a major risk for the future of our planet." Do you see how I not only introduced the subject of global warming, but also took a position, i.e., that global warming is a real threat? One could also take the other side: "Despite years of attempts by scientists and the liberal media to cause worldwide panic on the subject, no credible evidence exists that global warming poses a real threat." (Just for the record, I totally made that up. ;=))
Give it a go and see what you come up with! You can do it!