Your thesis is where you put forward your argument in a concise, declarative way. It is typically one sentence long and comes at the end of your introduction paragraph. You should develop your thesis from your research.
Your thesis statement should essentially give your reader a preview of what arguments you'll be presenting over the course of your paper.
In the Introduction, we provide background and/or context to situate the reader in the topic focus. Writers do not want to assume their readers are familiar with the topic focus. The introduction should prepare the reader for the thesis. The thesis should then prepare the reader for the argument.
Each body paragraph represents a main idea of your paper. In a simple 5-paragraph essay with a 3-part thesis statement, each paragraph presents one item. (So in the cookie thesis example above, one paragraph would be about the ingredients, one paragraph for texture, and one for consistent quality.)
However, we can go a little deeper than that -- and you'll need to for longer papers, unless you want to have hugely long paragraphs. Cookie example again: I start pulling things together about ingredients and realize there's a lot I can say about oatmeal, and a lot of other things I can say about raisins. Even though I'm still generally writing about the overall idea of 'ingredients,' I could split off another paragraph dedicated to raisins in addition to a paragraph just about oatmeal.
Make sure the flow of your paper isn't:
It's not unreasonable for some of your sources to be specific enough that they may only work for one paragraph, but ideally some of them would be called on to do some heavy lifting throughout your paper instead.
At the very least, try to mix up sources within each paragraph:
Whether you're switching between two big ideas or two small ideas, you still need to wrap up one paragraph with a concluding or transition sentence and start the next paragraph with an intro. This is easier to do if you've put your ideas in an order that lets one thing logically flow into the other.
The conclusion sums up your argument, restates the thesis, and strives to leave a lasting impression on your reader. This should be a little bit more than only summarizing your paper or paraphrasing your own introduction paragraph! You can tie your stance to larger issues or emphasize the stakes or impact of the subject. Like the information inside your paper, you're trying to synthesize all the points you made.
You want to be able to imagine dropping the mic and walking off after your conclusion is written.
Don't introduce new info in your conclusion, though. Like the introduction, this should be all you -- your argument, your voice, your views. If you realize there's some important fact that helps you, you should probably find a place in your body paragraphs to include it (or possibly even put together a new body paragraph, if it doesn't work with the available ones).