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Kindly comments on Grad Student Advice Repository - Less Wrong
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I heard the opposite too: don't try to push your own research too hard, especially in the beginning, but try to find something the others in the lab group are working on, learn stuff from them, and after a while you'll end up with your own ideas anyway.
Pros and cons for both of the approaches exist, but "picking a thesis early on" might be hard as you don't necessarily know what the good problems are in your field. But that might depend on your field / advisor too.
In any case, however, I think it's pretty important to start doing some kind of research as early as possible. My own experience is with math grad school, where it's common to just focus on taking classes for the first year or two; but it's better to also be doing research during that time if you can.