You would write an informational essay
You will put a question mark before the quotation mark because the person is asking if the baseball player said "I can do the splits."
Thesis definition: a statement or theory that is put forward as a premise to be maintained or proved
So,
Without having a recognizable thesis, your reader will not fully understand what point you are trying to get across. Furthermore, your writing will seem to have no meaning or purpose, and will not inform the reader. To clarify, if you do not have a recognizable thesis, your writing would be pointless.