While an essay is an activity between the writer and the reader, it is also about something. A thesis normally helps the reader understand what in particular you are trying to communicate. Some kinds of essays do not need a thesis statement to point out the subject--they may have a central theme, but that theme is diffused throughout the essay. Some kinds of essays have a subject but not an argument; the point may be simply to enjoy the subject. But almost every successful academic essay does have a thesis statement. This is because the reader is expecting you to relate (1) what the topic is and (2) what you are going to say about it.
(1) Usually the overall topic is clear from the rest of the introduction (see below). The thesis then can be a little more specific; it can name the key topics you will discuss. The thesis statement can serve as a miniature outline of the essay, or you can use the rest of the introduction to serve as a general outline.
(2) The introduction normally sets up the thesis statement, which occurs at or near the end. By this point, hopefully, you have caught the reader's interest in one way or another. The reader should be ready for you to announce your plans (see "Take Your Reader on a Trip" under "What Makes a Good Essay?"). Here, it is essential that you announce plans that seem worthwhile to the reader. If your thesis is obvious to any reader, easily proven, hardly debatable, or so common that it looks like you are just going through the motions of writing an essay that anybody could write, your reader will lose interest and might think that you are not daring enough. But if your thesis is controversial, important, provable if given the right evidence, unusual, upending conventional wisdom, startlingly precise, calling for action, or in any way promises that the trip will be worthwhile, you are likely to keep your reader's attention.
Let's continue with our example to practice constructing a thesis. Here's Tocqueville's thesis: "I confess that in America I saw more than America; I sought the image of democracy itself, with its inclinations, its character, its prejudices, and its passions, in order to learn what we have to fear or to hope from its progress."
(1) "I saw more than America": in fact the topic is even more striking than America itself;
(2) "the image of democracy itself": America is just an example of a broader pattern;
(3) "its inclinations ... its passions": these four themes specify what the first sentence only alluded to--they either outline or are central to the argument of the book;
(4) "in order to learn": here is the significance of the book--we should be paying attention to the rise of democracy around the world;
(5) "what we have to fear or to hope": there may be things to fear or things to hope for--should we be fearful or hopeful? This book will show us what Tocqueville learned.
Our version: "Indeed the biker garb of Petruchio does more than strike fear into the wedding party; his upending of formalwear, of weddings, of the solemnity of a religious service, challenges us to acknowledge the fragility of our most carefully scripted experiences."