Why have them? Well, they are needed in order to give your reader an idea of what they will be reading, to get their interest, to tell them your specific point about the subject, and to give them a "map," a blueprint of how you will approach the explanation of your thoughts, and to make sure that your point is clear..
How do you do all that? -- One step at a time. Let's start with giving your reader an idea of what they will be reading:
1. Start with a broad statement about your topic, then continue to narrow it until you get closer to your point. For example: People think that terrorism is someone else's problem, that it happens to others who are far away, and that they are safe from it. Luckily for most of us that is the case; but for some, living with terror is part of their daily lives. For these unlucky folks, life at home, in the neighborhood, and even at school can be a nightmare.
This will help you connect with the reader, who needs to find some common ground in order to be interested in what you have to say. Mentioning current topics, popular or unpopular attitudes, or making a general statement about the topic are all good ways to start your essay.
2. Start with a contrasting thought, then lead the reader towards your point. For example: Before kids are born, parents usually think their children will bring only happiness to the household. Little do they know... There will be confusion, insecurity, exhaustion, and oh, yes, trouble with all of the relatives fighting over the baby.
3. Start by telling your reader why the topic is important, then make your point. For example: Sexually transmitted diseases such as Herpes, Gonorrhea, C.M.V, Aids, and others have always created a host of serious problems. The ramifications are deep. These diseases cause physical, emotional, and even financial problems to our societies today.
4. Start by telling a story, an anecdote, then make your point. For example: While traveling throughout South America, the tour bus driver asked me to do him a favor, since he was not allowed to bring any merchandise through the border. I looked at the two dozen or so china statues of saints he wanted to bring in, and thought nothing of helping him out. He said that border patrols randomly stopped busses, and he hoped that ours wouldn't be stopped, but that if it did, I was to say that the merchandise was mine. As we were coming towards the border crossing, I looked at the driver. He seemed unusually tense. I thought it was odd, and then saw him breathe a sigh of relief when we passed the guard station and no one flagged us down. Half an hour later, the bus stopped on the highway. A few minutes later, after a couple of people got out and came back, the bus continued the journey. Shivers came down my spine when I realized what had been in those pious little saints. The experience, though scary, has been valuable not only for me, but for the rest of my family.
5. Start by asking a question or questions, then lead the reader towards your point. For example: What happens to kids whose parents are too busy with their own lives to pay attention to what is going on with their children? In fact, quite a lot can happen. They can be lucky enough to find a friend's family to guide them and help them make good choices, or they can get involved with the wrong crowd and end up making their own lives very difficult.
6. Start with a quotation, then discuss why it is relevant to what you want to say. For example: "You can lead a horse to water, but you can't make it drink," is a saying I've heard many times when there is someone who refuses to listen to advice. Even though it is used mostly when there is actually a mistake being made, it really is a saying that shows that there are some people with enough strength in their beliefs to resist the pressure others are placing on them to change their minds.
7. Start with a definition of the term or the issue, then move on to your thesis. For example: The 1983 edition of The American Heritage Dictionary defines the word introduction as a noun derived from the verb introduce, which means "to preface." Knowing this certainly makes it easier to understand why introductions are such an important part of an essay. They give the readers a preview of the author's thoughts, and give them the background to understand what is to follow.
It is also possible to give your own definition of the term or the issue, and not to rely on a dictionary or encyclopedia.
8. Start with an announcement of what you will do, and explain how you will go about it. For example: In this report you will find my observations of Mr. Doe's behavior on the night of December 12, 2000, and a detailed list of my suggestions for future dealings with this individual. For the sake of clarity, I will explain, chronologically, what happened during my contact with him.
9. Start with solutions, or alternatives to issues you want to deal with, then go ahead and explain your point. For example: There are several ways to manage your time, your money and your responsibilities without being too stressed out about your life. The best way to do this is...
10. Start with a list of the random thoughts that brought you to this conclusion. Use them even if at first they appear to be unrelated. Your reader will be interested in which thought triggered another, and will understand how you got to your thesis. For example: When Olympic athletes push their bodies in unbelievable ways, when kids run until they are out of breath, or when white-knuckled people are riveted to screens, their bodies are reacting to an important substance: adrenaline. It is an is an amazing chemical that can signal strong emotions, or signal an extreme level of energy.
Why do we need them? So that your reader can understand your beliefs, can understand the reasons you have these beliefs, and can understand what you want to do with a certain thought, and can understand how you will approach the subject. Thesis statements serve as a compass to guide your readers through your thoughts.
How do you come up with a good one? Make sure you lead your thoughts to questions such as why, or how something is worth mentioning. Once you know what you want to say, then take time to see if your thoughts have these characteristics:
1. It should state more than just the topic; it should answer a "so what?" question. A good thesis then has two parts: the topic, and the answer to a why or how question about that subject, all in one complete sentence. When you start with a subject that is too broad, you will need to write a book to explain it all, or when your subject is too narrow, you will have trouble with finding what to say about it. Questions with yes or no answers lead to dead ends, to very narrow ideas that are just about impossible to develop. Don't start writing your essay until you know what you want to explain about your topic!
2. A good thesis should be limited to only one idea to be developed. You will need to explain it, support it, and give examples to make the thought clear to your reader. A limited topic goes straight to the important points, and makes it easy for you to explain your thoughts to your reader.
3. A good thesis should also be unified. This means that your reader will be able to understand how the parts connect to each other to make one whole idea. When there are several parts to your thought, it is important to have a thesis that makes it clear how each part relates to another, and how they all form a single point. When you say, for example, that in order to be successful in college students need to have good study skills, good time management skills, and a good support system, your reader will clearly understand that your main goal here is to discuss how to succeed, and that in order to do that you need to do these three things. If you were to just list all of those details without telling your readers why you are mentioning them, without "unifying" your thesis, they will wonder why in the world you are saying all of these things.
4. A good thesis has a map, a blueprint of your paper. It gives your reader an idea of what you will say, and the order in which you will explain your point - that is, how you will explain your point. In order to write a good thesis, it is important to avoid words that are vague, that don't give your reader a clear understanding of exactly what you mean, that don't allow your readers to build a map of your thoughts in their brains. Avoid using adjectives such as interesting, good, unless they are accompanied by a clear description of what "good," or what "interesting," means to you. These words create problems with blueprints or maps, because different people have different understanding of what these mean, and may create a map that conflicts with yours if you are not careful about your explanations.
These are easy once you know what you really want to say about your subject, once you have a thesis. Conclusions often re-state the thesis to make sure all of the details have been connected, and that your reader has a good, complete understanding of the subject. The same point you made in the beginning needs to be made with different words, and perhaps a broader view of the subject.