Once you have done your critical reading of the story and found an area of interest you are ready to write a research question.
A research question helps to focus your research; it forces you to write out what is you want to write about.
This can be done in the form of a statement, e.g. Baseball in Hemingway's The Old Man and the Sea.
But it is often more helpful to put this in the form of a question: What is the significance of baseball in The Old Man and the Sea? Or what is Hemingway trying to say about baseball in The Old Man and the Sea?
Using the question form is helpful because it leads naturally into your thesis statement. Your thesis statement will be an answer to the question.
A quick side note that when you begin your research, you will see that literary scholars also examine other types of questions.
Some articles focus on applying literary theories, such as Marxist, Feminist, Reader-Response, or Structuralism, to literary works. This requires having some background in the theory.
Some articles focus on writing style, structure or language. This requires having some background in writing techniques.
Other articles will compare one literary work to another.
Your thesis statement should argue something interesting and at least mildly controversial.
It will not a restatement of your research question or a summary of the story, so these would be bad thesis statements:
Examples of better thesis statements would be:
Brooke, Stopford A. Excerpt from On Ten Plays of Shakespeare. N.p.: n.p., 1905. N. pag.
Rpt. in Shakespearean Criticism. Ed. Mark W. Scott. Vol. 5. Detroit:
Gale, 1987. 447-48. Artemis Literary Sources. Web. 12 Sept. 2016.
Little, Mark. “’I Could Make Some Money’: Cars and Currency in The Great Gatsby.“
Papers on Language & Literature 51.1 (2015): 3. Artemis Literary Sources.
Web. 12 Sept. 2016.