A thesis might be about some trends in the use of images in the work or about parallels with the author's own life.
The body of the response essay is a careful working through of the work in question, examining all relevant aspects of it. Usually there is too much to work with so you need to focus your work on a limited number of points.
Some of the ways you read through a work of literature include
- identify literary devices such as simile, metaphor, image, alliteration, assonance, onomatopoiea and others and show how they help to convey the overall meaning of the work.
- find themes which are addressed in various parts of the work and show how they contribute to the overall meaning.
- find the roots of words such as the Greek or Latin roots or archaic usage and show how the writer has used these deeper meanings to add layers of complexity to his work.
- relate aspects of the work to the author's own life or experience.
All you have to do is state that the bulk of your evidence supports your thesis. If there are any major arguments against your thesis, you can take one more shot at them.
What is the maker looking for?
A new analysis of an old work might be a good start. Find subtle points, which support your argument, which you haven't seen, presented in other essays. A creative thesis is a good start, but beware of trying to make a work of art say something, which the author couldn't have possibly intended. (There's a whole bunch of critical theory around this,but unless you are working on a graduate level essay, just stick to things relevant to the author.)