Bahahhaha, thunder thighs. Sorry, just haven't heard that in awhile. Anyway, there is nothing specific that you can do to lose weight in your thighs. When your body starts losing weight, your body determines where the fat will be lost from. A few things that you can do to try and tweak the process is to do very little strength training in your legs so that muscle isn't as prominent... but overall, just lose weight and it'll slowly portion itself off.