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
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.
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.)
Here are the examples of the popular response essay topics:
These essay topics can give you an idea where to start. Whatever your subject will be you should show your personal thoughts, personality and attitude.