What would be a good thesis statement for "The Lottery"?

A good thesis statement presents a claim (an interpretive stance on a story that can be defended using textual evidence) and is a position with which someone else could disagree. Concerning Jackson's short story, "The Lottery," you could certainly argue that the behavior of the villagers makes it clear that people have a difficult time letting go of traditions or accepting change.
In order to defend this claim, you might discuss the fact that Mr. Summers, who runs the lotteries, has asked people about making a new box for use during the ceremony because the old one is so splintered, faded, and stained. However, the narrator says, "no one like to upset even as much tradition as was represented by the black box." People tend to cling to the things that they know, and these individuals know their lottery; why should they consider making changes if things have always run relatively smoothly for them? Anyone who has ever been selected to die in the lottery might have quickly developed a problem with it, but those people are—obviously—all dead. When Old Man Warner hears that people in the north village have talked about ending the lottery, he calls them a "Pack of crazy fools" and declares that nothing is good enough for young people. A fear of becoming obsolete, of being left behind, then, is perhaps the reason people cling so tightly to what is familiar and have such a difficult time embracing change, however small or however unjust the familiar tradition is.

When constructing a thesis statement, my students often find it helpful to build the main points of the body paragraphs right into the wording. A thesis statement constructed this way might read:

A society that blindly accepts all societal traditions is dangerous, divisive, and demoralizing.

You now have three body paragraphs to build. In the first, you’ll be looking for examples of this being a dangerous society. Tessie Hutchinson dies for no other reason than random luck. She has committed no crime, but the blind acceptance of tradition is not questioned as people pick up their rocks for her stoning. In the second body paragraph, you’ll look for examples of this society being divisive. In a desperate attempt to save herself, Tessie is willing to throw her own daughters under the bus to decrease her own chances of death by stoning.
Still, this divisive attempt to spare herself doesn’t open anyone’s eyes to the injustices of the situation. And in the third body paragraph, you will look for examples of how this society demoralizes people. Tessie is reduced to an insignificant entity, suddenly not deserving to live another day as she simply draws an unlucky piece of paper. Even children’s names can be drawn to die. The lack of societal values are horrific because people blindly accept nonsensical traditions.
A defendable thesis is crucial to a well-constructed paper. Be sure your points are textually significant and use a few quotes to further defend your position.

A good thesis would clearly state would you believe to be the theme or meaning of the story. To be solid, a thesis statement must state an opinion that is both specific and defensible.
You might, for example, want to point out that the story makes an argument that clinging to outworn traditions can be destructive, but that it is difficult to change. In the story, the town continues to have an annual lottery to choose a human sacrifice, believing that stoning a person to death will insure a good harvest.
But by the late 1940s, when the story was written, most people would have been well aware that human sacrifices don't guarantee a bountiful harvest. However, the village as a whole is unwilling to relinquish a tradition that seems to be a part of who they are. They are uncomfortably aware of how barbaric the practice is, but they can't seem to change.
You could write the following as a thesis:

Shirley Jackson shows in "The Lottery" that clinging to outmoded traditions is both destructive and difficult to change.

You would then collect quotes and details from the story that back up both claims. You want to be sure that your support is both sufficient and relevant. "Sufficient" means that you have enough evidence to convincingly support your claim, and "relevant" means that the quotes and facts you have chosen actually back up the claim you are making.

One thesis statement for "The Lottery" could be a declarative sentence about the atavistic propensity for violence that still lies in the nature of man, along with a blind adherence to tradition, an adherence that Emerson termed "the opium of custom."
That there is yet a proclivity for violence in the boys is evinced in their excited gathering of stones and placing of certain ones into their pockets in the exposition of the story. Bobby Jones, Harry Jones, and Dickie Delacroix make a massive pile of rocks and guard it against raiders so that they will have them available when they need more during the stoning. The fathers, who stand around quietly talking and joking, make no comment to the boys about their actions.
When Tessie Hutchinson's name is called, no one expresses any sympathy or tries to have her excused from the proceedings. Instead, the woman who has just finished a friendly conversation with Tessie, Mrs. Delacroix, now tells her to "be a good sport, Tessie." Another woman, Mrs. Graves—the wife of the postmaster, who helps with the procedure—says unsympathetically, "All of us took the same chance. Even Tessie's husband scolds her, "shut up." This complicit behavior of the community with the proceedings of the lottery suggests that no one empathizes with Tessie, nor does anyone demonstrate sympathy for her plight and protest the violent death Tessie faces. Moreover, when the stoning begins, Mrs. Delacroix, who has been friendly with Tessie, has a stone "so large she had to pick it up with both hands." She turns to another woman, saying, "Come on. . . . Hurry up," apparently eager to inflict violence on her neighbor.