I'm having trouble coming up with a thesis statement on the topic of conformity. Here's my example: "Social pressures lead teens to conform."

A good model for what is called a closed thesis is one that states the main argument and then offers two or three claims to support it. Depending on the required length of your paper, choose two or three (but no more) claims so that you can develop the argument in depth.
Before you begin writing, do a little pre-writing activity to organize your argument. You indicate that you will argue that social pressure leads teens to conform. Begin by thinking about what conformity looks like. Is it a specific behavior or set of behaviors? Is it a belief or set of beliefs? Is it what teens value, or what they don't value? Is it the material possessions they "must" possess? And as far as social pressure, where does it come from? Social media?Peers? Adults? Once you have answered these questions, you will be able to compose your thesis and plan the content of the paragraphs that will support the assertion you make in your thesis.
Here, as an example only, is what a closed thesis for an essay of this type could look like:
The pervasiveness of social media, peer expectations, and desire for acceptance leads teenagers to adopt conformist behaviors in what they value and consume.
This thesis offers the latitude to discuss the role of internet "influencers" and how this plays out in real life as teens adopt certain behaviors and values to be accepted by others.