Using Evidence
When you write a research paper, every claim that you make needs to be backed up with convincing evidence. This means using sources, either quoting directly or (less often) paraphrasing. And you have to interpret the evidence for your reader.
There are many ways to present and analyze your evidence, but if you're unsure how to proceed, here is a good basic structure:
Make a claim
Present evidence from sources
Show how that evidence supports your point and leads to your next claim.
Example:
Let's say that this is your (two-sentence) thesis statement:
In Walden, Thoreau chases the loon because it represents what Thoreau would like to be-at home in all worlds, but also separate from all of them. He can't catch the loon, however, because this dream is impossible for him to achieve.
What do you need to do in order to prove this thesis? Well, first you have to prove that Thoreau does, in fact, see the loon the way you have said he does. You also need to prove that Thoreau wants to be like the loon in having these qualities. You then need evidence to show that he cannot achieve those qualities, and why he can't. You need to weave all of these arguments together logically, so that your proof of one argument leads directly to the next one.