Thesis is an intellectual proposition. A thesis statement is the statement that begins a formal essay or argument, or that describes the central argument of an academic paper or proposition.
A good tentative thesis will help you focus your search for information.
The Master's thesis is designed as practice for the PhD thesis. The essential requirement of a Master's thesis is that it literally demonstrate mastery: that you have fully understood the state of the art in your subfield and that you are capable of operating at that level. The hardest part is figuring out how to cut your problem down to a solvable size while keeping it big enough to be interesting. Choosing a topic is a gradual process, not a discrete event, and will continue up to the moment you declare the thesis finished. Actually solving the problem is often easy in comparison to figuring out what exactly it is.
A thesis topic must spring from your own energies and interests. The first step toward defining a thesis topic, then, is to determine your primary areas of interest. The role of self-examination in this process is critical.
Finding a thesis topic within an area of interest is more difficult. A topic is best formulated as a question. But the questions cannot be too broad, for a topic must have focus. Nor can it be too narrow since the goal of a good thesis is to express thoughts of general importance through detailed analysis of a specific case or cases.
Almost all of us even if we don't do it consciously look early in an essay for a one- or two-sentence condensation of the argument or analysis that is to follow. We refer to that condensation as a thesis statement.