Thrillers are about nearly constant conflict and keeping the reader constantly wondering how something will turn out in the next few minutes / pages.
I say "nearly" because you need some "story" scenes in there, pauses for the reader to catch their breath and learn what happened, but more so than any other movie, the thriller is a battlefield in a war zone. Problems are not solved by emotional connection, cooperation, conversation and tender new understanding. Problems are both created and solved by physical confrontation, clever subterfuge and misdirection, spying. The villains are implacable, the hero (as expert as the hero may be) is in danger and the underdog, at a distinct disadvantage, fighting long odds and taking crazy risks. Think Die Hard, 007, Denzel in The Equalizer, Kingsmen, Jason Bourne, John Wick, the movie Taken. Fearless experts all, fighting overwhelming odds and taking crazy risks to prevail.
The story lines in Thrillers tend to be fairly simplistic and straight forward, to make room for the action scenes.
The hero cannot be a punching bag, they must be actively trying to solve their problem, whether it is personal (John Wick is avenging the murder of his dog, Liam in Taken is saving his kidnapped daughter) or trying to save the world (most of them).
Your hero needs to be moving forward in some way. The first mystery is "who she is", so she has a few memories; she needs to be investigating them to try and recover. Who is she? There can be more mystery about these new friends; does she really know them?
You need escalating conflict or tension: She thinks somebody is watching her, a black sedan follows her. The conflict escalates because she learns things and is getting closer to the truth, so those who hold the truth are sending more resources after her.
She comes "home" (her apartment) and her door is unlocked; she was sure she locked it. Then all her tires go flat but aren't punctured, some kids pranking her. It forces her to take an Uber to work (or wherever she goes during the day), and she keeps looking behind her. No black sedan. But the Uber driver is very talkative and inquisitive, that seems weird. Is that a bad guy, or just a weird guy?
Then her brake lines are cut, that is definitely more than a prank.
You need a plot reason for her to be in her damaged state with amnesia; and she doesn't know what it is, but she is unsettled, in the middle of something dangerous without knowing why at all. Then, she needs some trait or skill that is going to let her prevail against this. Perhaps she is extremely intelligent, or we (the readers) discover she is courageous; not necessarily without fear but she proceeds despite fear. Maybe she is a hacker and did not know that, but you devise a scene in which she is alone trying to find something on the Internet, and she hacks into some place by muscle memory; ideas on what to do next just come to her. Perhaps she is attacked and learns she knows self-defense by muscle memory.
Your plot is similar to both the series Blind Spot (amnesiac heavily tattooed woman, first season anyway) and The Bourne Identity (amnesiac government assassin, in the first movie).
That doesn't mean you shouldn't write it, but it might be worth seeing them, both to avoid copying too closely, but to take notes on how such stories are structured.
The key here is not just one mystery (who is this girl) but a chain of mysteries and problems to solve, each of them harrowing, each of them delivering another bit of useful information. For the thriller, you have to keep the reader wondering what happens next, or what the hero will DO next, or what that new bit of useful information MEANS as the hero tries to figure it out in the recovery period after some action scene.
The Thriller is not just about "how does this book end?", it needs to be about "Should I stay up reading another twenty pages to find out what happens next?"
And every time they do; and finish that twenty pages, they should be faced with that same question again. That is what makes a Thriller.