The thesis statement should remain flexible until the paper is actually finished. It ought to be one of the last things that we fuss with in the rewriting process. If we discover new information in the process of writing our paper that ought to be included in the thesis statement, then we'll have to rewrite our thesis statement. On the other hand, if we discover that our paper has done adequate work but the thesis statement appears to include things that we haven't actually addressed, then we need to limit that thesis statement. If the thesis statement is something that we needed prior approval for, changing it might require the permission of the instructor or thesis committee, but it is better to seek such permission than to write a paper that tries to do too much or that claims to do less than it actually accomplishes.
The thesis statement usually appears near the beginning of a paper. It can be the first sentence of an essay, but that often feels like a simplistic, unexciting beginning. It more frequently appears at or near the end of the first paragraph or two. Here is the first paragraph of Arthur Schlesinger, Jr.'s essay The Crisis of American Masculinity. Notice how everything drives the reader toward the last sentence and how that last sentence clearly signals what the rest of this essay is going to do.
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