I need help writing a thesis statement about sexism in Hamlet.

The most probable approach to the idea of sexism in Hamlet is in his attitude toward Gertrude as an aspect of Shakespeare's contemporary society. By focusing on his mother and discussing her importance in the action in relation to Hamlet's attitudes, you could tie the play to its larger context. An effective thesis might be that Elizabethan societal views on female sexuality and power, as expressed by Shakespeare, distorted Hamlet's image of his mother so severely that he blamed her, which resulted in the tragic outcome.
Hamlet holds his mother, Queen Gertrude, responsible for his father's death. He cannot forgive her for her ambition and infidelity. Although it seems that Claudius was the one who actually killed his father, King Hamlet (senior), Hamlet becomes obsessed with his mother's responsibility. And although she married Claudius after King Hamlet died, young Hamlet sees her actions as incest. In act 1, scene 5, the Ghost of his father also speaks of incest and accuses the Queen of losing her virtue to lust:

Ay, that incestuous, that adulterate beast,
With witchcraft of his wit, with traitorous gifts,—
O wicked wit, and gifts that have the power
So to seduce!—won to his shameful lust
The will of my most seeming-virtuous queen.

Even after Hamlet mistakenly kills Polonius and Gertrude criticizes him for it, he implies that her hasty marriage to Claudius was worse than murder: “A bloody deed? / Almost as bad, good mother,/ As kill a king and marry with his brother” (act 3, scene 4).
Gertrude has relatively few opportunities to present her side of things. While she does admit to Claudius that they married too quickly, she still stands by him until relatively late. This portrayal of Gertrude as supporting a suspected murderer renders her highly unsympathetic. As Hamlet continues proving Claudius was a murderer, Gertrude grows closer to her son and admits responsibility. Hamlet, she says, is making her look deep into the darkness inside her: “Thou turn’st mine eyes into my very soul, / And there I see such black and grainèd spots” (act 3, scene 4).
In support of your sexism thesis, you could argue that Hamlet ignored several opportunities to forgive and protect his mother, leading to her death from drinking the poisoned wine. His inability to accept her position of power and especially her expressions of sexuality are the factors underlying his behavior, so that he was ultimately as responsible for her death as she had been for his father’s death, and thus for his own demise as well. Sexism was at the base of the tragedy.
https://www.bl.uk/shakespeare/articles/character-analysis-gertrude-in-hamlet