I need to write a research paper on "The Fall of the House of Usher," but I cannot come up with a good thesis. Any ideas?

For a research paper you might look at "The Fall of the House of Usher" as an example of the uncanny. More specifically, you could read Freud's 1919 essay on "The Uncanny" and outline how, almost a century earlier, Poe explored elements of the uncanny that Freud later systemized, such as the unheimlich, or unhomelike, and the doppelgänger, or twin. It's hard to imagine a less unhomelike setting than the Usher home. Further, Roderick has an eerie twin sister—and is the narrator possibly a psychological, though not literal, twin to Roderick?
A thesis has to be arguable and specific. Therefore, you would want to take a stand—that is, state an opinion—on how the story is uncanny and what this might mean. A research paper must use outside sources beyond the text you are exploring, which is why bringing in Freud is important. You could say something like:
Using Freud's essay "The Uncanny," this paper will show that "The Fall of the House of Usher" exhibits a fascinated attraction toward death, as well as fear of it, and that not only Madeline but also the narrator acts as a doppelgänger to Roderick Usher.
You would then find quotes from the story to support your thesis. It is important that you have both enough quotes to be convincing and quotes that relate closely to your topic. In that way, your support becomes both sufficient and relevant.

There are, arguably, some autobiographical elements of Poe's own life woven into "The Fall of the House of Usher."  An interesting research paper could result in noting the similarities between Roderick Usher and Edgar Allan Poe.  One could look into Poe's interest and talents in other forms of art besides writing short stories and poetry, particularly drawing and music.  Because the story has a theme of incest and its disastrous results, one could research the facts of Poe's marriage and childlessness.  The mysterious illness from which Madeline suffered could be related to the deaths of women in Poe's life.  Poe's own tastes in literature could be compared to the books in Roderick's library.
For a thesis statement, something along the lines of this example could be effective:  Though "The Fall of the House of Usher" is a work of fiction, its protagonist has many of the character traits and interests of Edgar Allan Poe himself, which suggests autobiographical connections.